Nightmare Fuel / Long Live the Queen

• Elodie failing the test if she chooses to confront Lucille at the ball. She essentially has locked-in syndrome, becomes blind as a bat, and remains like this for a long, long time, in fear, until she finally dies.
• Elodie and Briony, if you fail the Old Forest event. The skills involved are widely varied and difficult to get without carefully managing them from the start of the game, and failing nearly any of them will get you devoured by a tentacle monster, in a dark forest, without anyone even knowing Elodie left the castle.
• Dying at sea, utterly alone, afraid, and exhausted in the darkness of the night.
• Though it's a heroic moment, magically destroying the Shanjian fleet is a terrifying display of raw power. You literally open the sea beneath the ships, plunging them into the depths and crushing them to oblivion. Doing this also unleashes the Kraken, which can only be permanently appeased by a human sacrifice.
• From just about any perspective outside of Elodie's (and even within hers, considering how painful this decision is), imagine hearing the news that shortly before the princess's coronation, she's executed the entire ducal family of Merva — her own aunt, uncle, and cousins. Including Emry and Zahra, who are nine and seven years old respectively, as well as a few servants who just happened to get in the way. On top of that, this triggers yet another Mervan Succession Crisis. It's not surprising that Merva effectively secedes from Nova in the epilogue — unless Elodie is ruthless enough to throw on some more nightmare fuel and put the duchy to the torch.
• If Elodie chooses to resolve the Ixion crisis by executing Brin, the person who started the problem, her brother Banion will be out for her blood. If both Elodie and Banion survive to the end, she can still choose to marry him, despite the game warning the player that might not be a good idea. In the latest update, this situation gets its own epilogue: Elodie and Banion's wedding is described as "lavish" and "romantic", and soon Elodie is pregnant with their child... But then Elodie finds herself plagued by constant migraines and fatigue. She suspects Banion is poisoning her food, but is too weak to act on her suspicions, leaving Banion to pursue his own political agenda while she's confined to her bed "for the good of the child." When the baby is finally born, Banion names her "Brin."
• What really happens if Selene "purifies" the wife-strangler. One of the standard responses to the situation is to oblige him by sending him to the priestesses in hopes of exorcising the supposed demon. In the right circumstances, Elodie can send him specifically to Selene. Once Elodie consults with her, she informs her that there was no demon to remove, but she "treated" him anyway, and you might say he's been cured, because he can't harm anyone else if he never regains consciousness...
• Hyacinth, the former Duke of Mead and stepson of Arisse, and Jael, Arisse's second husband, were both horrible people who add a layer of "real-life horror" to a game that is mostly about court intrigues with fantasy elements. The former was known for hiring a string of attractive male servants that always wound up dying inexplicable and violent deaths, and the other sexually abused his young stepson over the course of years, not stopping even after being found out, and reportedly assaulted the teenaged Duchess of Elath. Is it any wonder that Arisse decided to have them both killed?