I think Milchick will turn against Lumon. In fact, I think he's already started.
I think Milchick has deliberately set up a funeral for MDR so that they can find the map that Irv left behind. He specifically chose this room and placed the picture on the right, which literally points to where the map is, and placed Irv's watermelon head facing it.
As if that wasn't enough evidence, Milchick also asked Mark if they had found what they were looking for.