The dragons on the cover are quite simply, horrifying.
Ping almost getting sacrificed to a dragon god that doesn't even exist by being tied up and thrown into a river. Previously, the villagers intended to sacrifice another innocent girl and she's only spared because Ping happened to be in the wrong place at the wrong time.
The burning and eating of Danzi's mate in the beginning of the first book. It was terrifying and upsetting for Ping to have to listen to Danzi's howls of sorrow all night.
Ping finding baby dragon Kai dying from blood loss and then "Saggypants" also dying from blood loss after his liver was forcefully cut out and taken from him in the second book.
Emperor Liu Che's growing obsession with immortality that leads him into doing very questionable things, such as eating poisonous plants that create rashes and nausea to torturing Kai to use his blood to grant immortality.
The reason Princess Yangxin is so terrified of rats is because her lover was put to death, and his body was displayed in front of the whole town. Over time, his corpse was eaten by the many rats that came about to eat his dying flesh. The princess understandably never got over it.
