Eggsy's mom while under the Hate Plague starts hacking through the bathroom door with a cleaver slowly to get at the daughter she locked in there minutes earlier.
Not only that — imagine what would have happened if Eggsy's stepfather was also home when Valentine's signal came on.
The entire concept of the Hate Plague SIM card in general. It transmits a wave into our conscious, awakening and amplifying our inner desire for death and destruction. You have no control over yourself at all even as you choke the light out of someone (and that someone could even be your lover or family) or worse, but you will see EVERY detail of your actions. It doesn't matter if you're the politest, most gentlemanly man like Harry, the wave will turn you into a freakin' barbarian craving for blood. Also, if you're not a badass fighter like Harry, imagine YOU being on the receiving end of the mass No-Holds-Barred Beatdown. You got beaten, choked, sliced, shot to death while you're still conscious, all the while the only thing on your mind is the desire to do the very same thing to the other guy that's about to kill you.
Harry's massacre in the church, while awesome, definitely counts as this. When he finally snaps out of it at the end, he's visibly traumatized, Eggsy looks like he's either about to cry or throw up, and even Merlin is utterly speechless.
When the grenade explodes Harry is stunned. For a brief moment the ringing in his ears leaves him unable to hear the murder soundwave and he snaps out his murderous mindset only to look around in horror... right until another churchgoer attacks him. Very chilling, especially as the music stops, during that moment.
Not to mention that, worldwide, almost every child under the age of about five is always within a few feet of an adult. Even the two or three minutes the hate plague ran would be plenty of time to ensure that Eggsy's baby-sister would be in a preschool class by herself.
Scarier still: how do you hold someone legally responsible for murder when it was out of their control? How are the governments of the world going to deal with assault and murder cases when none of the people who committed the crimes can be held responsible?
Unlike your usual zombies, the victims all seem to have full cognitive functions. They are perfectly capable of making plans and using tools in order to better kill everyone. Now imagine you're one of the people who didn't get a V-SIM, and your friend from down the hall calls you and tells you he or she isn't part of what's going on, you can come to their apartment, you'll be safe together... It doesn't just control the body. It controls the person.
But that's not the really scary part. The scary part is how Valentine managed to convince dozens if not hundreds of people (especially political figures) to go along with him. Many of these people were high-powered men and women who took vows to protect the public. How'd he do it? Bribes? Drugs? Blackmail? No, he just merely talked them into it, and then for some fucked up reason, they went "Genocide sounds like a great idea!"
If you're part of one of the many minorities that the hate group is raving about in the church scene (Gay, African-American, Muslim, ...), the violently hateful speech is already rattling enough. Harry's badass line might make you smile, but the moment everyone stands up and stares at him threateningly for saying it? And then what startshappening, before you clue in that there's a form of Mind Control at work? Yeah, enjoy your panic attack as you imagine people like this doing that to you.
And if you're a more moderate Christian, you're probably disturbed by the hate being spewed in the name of your religion.
The wrath of Eggsy's stepfather is frightening, as he even beats both him and his mother. He even pulled a knife on the two and threatened to kill them both! The only reason why both survived was because Harry intervened through a mic attached to Eggsy.
It's especially nightmarish in just how mundane and relateable it is. It's the one part of Eggsy's normal lower class life that's absolutely not played for laughs or fun.
The movie ends with all of the corrupt leaders of the world having their heads explode... which gets rid of all of the politicians who were willing to go along with mass genocide, yes, but also leaves the world in complete chaos. Even when all of the imprisoned "good" monarchy and politicians get back to their countries, getting everything under control is going to be difficult. In addition to that, think of how many law enforcement agencies in the world will have been severely crippled by the Hate Plague. All police officers who carry guns or other dangerous weapons, military units that are allowed to carry cell phones, etc.
There's another issue that understandably gets glossed over: it's implied in the film that at least some of the people involved also brought in their families to be protected by Valentine. All of a sudden a roomful of exploding children's heads comes to mind.
It's never explicitly stated that Valentine would have exploding chips planted into children, as we understandably never saw them on screen in the 'party'. In fact he may well not have, as unlike the adults they wouldn’t have been at risk of attempting to betray him (which is what the chip has explosive potential to prevent). Still, even if the children survived, they'll all end up orphans and discriminated against because their families are genocidal maniacs.
Some of the tests for the Kingsman candidates might qualify. The first test itself involves flooding the whole room while everyone is still sleeping, and the only way out is by figuring out that the only mirror in the room is a two-sided window. One candidate even seemingly died because of this, and Merlin simply reacted by casually lecturing the rest of the candidates about teamwork. And the test where the candidates jumped out of a plane and is informed mid-jump that one of them doesn't have a parachute, and this is after knowing that one of the candidates has a fear of heights. Granted, the girl candidate that 'drowned' is actually a full-time agent and faked her death, and Merlin bluffed about the missing parachute]], but that still doesn't make the tests themselves less scary.
Making the water test worse, everything about that scene was real. note No breathing devices or camera tricks were used; the actors really only have the air in their lungs. Additionally, the controls for the release of the water malfunctioned, flooding the room much faster than planned. This also meant the possibility of everyone on set being electrocuted by the equipment. No acting at all, the cast were all underwater and all of them (Taron Egerton especially) were trying to get the fuck out of there. Hence everyone's scared faces.
Eggsy's Big "NO!" when he watches Galahad get shot in the head. He's never had an actual father figure before him, and unlike the other worried "uh-oh, this isn't going to end well" yells from earlier in the film, this actually sounds like a real, pained cry of anguish.
Similarly enough, Roxy's screaming when she gets thrown down from stratosphere following the explosion.
Gazelle. Sure, she looks like a well-dressed pretty lady with artificial legs, but she is dangerous. She already gives off a sinister demeanor when she's normal (in addition to sporting off some creepy Kubrick stares to boot), but when you piss her off, you're guaranteed to die. Worse yet, her weaponized legs are sharper than razor.
There's also the fact that she sounds like a child with a new toy while she's watching the effects of Valentine's master plan.
Gazelle's death isn't exactly pleasant, either. Her skin just... rots into green pus as Eggsy's shoe blade's neurotoxin does her in. Coupled with her horrified expression, it makes the scene brutal as it is karmic.
Her attitude after Valentine kills Harry implies that, unlike her boss, she actually likes to kill people.
The official novelisation plays the church massacre for this, repeatedly describing how gruesome a scene it was and how traumatising it was for all who witnessed it. Eggsy in particular is horrified by what he saw his mentor do, and by the knowledge that if Harry went berserk again, nothing short of another bullet to the head would be enough to stop him.
