I have prepared PEGylated core/shell nanoparticles. In TEM, I can see three layers. The core is darkest, the first shell over the core is light and the second shell is darker than the first shell but lighter than the core.
I would be very surprised if the Diamine-PEG appeared darker than the ZnS using TEM, unless you are using any dyes? I am unsure exactly how you are making your nanoparticles but have you confirmed that the outer core is, indeed, PEG? A dark shell, in my opinion would indicate that there is ZnS in the outer layer.
I have also TEM images of CdSe/ZnS in which I got spherical particles with a single shell over the core. Only after PEGylation i got the images with two different shells. After PEGylation the core and first shell over the core appear same as that in CdSe/ZnS NPs only the outer most shell is different .