Nightmare Fuel / Loved and Lost

• Jewelius himself. The seemingly noble, humble and somewhat rational prince turns out to be an utterly ruthless sociopath and backstabber who's perfectly willing to cause death and tarnish anypony's reputation if he thinks he can gain something out of it or if he feels himself slighted. He organizes the entire Changeling invasion to usurp his aunt Celestia and cousin Cadance, both of whom he has secretly hated for years and is glad to kill them personally simply because their prestige exceeds his. He's manipulative enough to trick Queen Chrysalis, another cunning manipulator, into lowering her guard around him, win the trust of Twilight Sparkle to the point of tricking her into disowning her brother, friends, and mentor for their treatment of her at the wedding rehearsal, and even turn most of Canterlot's citizens against them. He doesn't even need any mind-altering magic for any of this — he's just that skilled a manipulator. Yikes.
• While imprisoned in the medical wing, Cadance is painfully electrocuted with a machine that is connected to her horn by a jumper cable. This is shown in a flashback as Jewelius remembers watching the scene with sadistic pleasure.
• For Celestia, Shining Armor, the Mane Five and Spike the knowledge that Twilight is engaged to a deranged sociopath of a king who wants powerful heirs out of her and admits that he'll dispose of her if he finds a more powerful unicorn mare to seduce. What's worse... Twilight has become corrupt and is deafening herself to the warnings of her big brother, former friends, and mentor, which especially horrifies them because Jewelius is partially at fault for that as well, having cleverly manipulated Twilight's grievances with them to the point where they began clouding her judgement.
• Most members of the Royal Guard were seriously injured in the Changeling invasion. After finding out that most of them were still loyal to the dismantled princesses, Jewelius ordered all these injured loyalists to be murdered, making them look like casualties of the invasion.
• Celestia is sentenced to be hanged and is rescued only through Luna's interference. Before getting the noose around her neck, Celestia realizes that the drop won't be long, so instead of dying due to a broken neck, she'll be strangled by the rope. Jewelius has intentionally designed this to be as painful as possible.
• When Jewelius decides to massacre all of Ponyville's inhabitants along with the heroes, a random guard tentatively asks if that is a little extreme. Jewelius has a Twitchy Eye before he suddenly grabs the poor guy with his magic and throws him out of the throne room's window, announcing that "No, it's A LOT extreme!" as the screaming guard plummets from the castle tower to the ground below. Everypony, even Hildread and Vivian, is horrified.
• Jewelius ends up being eaten alive by a horde of vengeful and hungry Changelings. As karmic as this is, it's still disturbing for being much like the fate of Scar.