The scene where Tina the dolphin saves Cure Mermaid from a Zetsuborg's attack. It honestly felt like Tina really was going to die, and Mermaid can't do anything but cry as one of her closest friends since childhood nears death. Thank goodness for the Dress-Up Key that just so happens to show up at that moment...
Episode 20 has Kanata tells Haruka about his younger sister, Towa, who went missing one day when they were younger. Poor Kanata fell into despair and lost all hope and dreams. The entire Hope Kingdom also were sad when Towa disappeared. It's even sadder when said sister turns out to be Twilight. And the fact that she no longer recognizes Kanata, her own brother.
The Heroic Sacrifice that Kanata makes to save Towa and the others. The door to the Hope Kingdom is destroyed, rendering the Cures unable to return back. Cue Haruka crying out his name in horror.
The next episode afterwards when Towa regained her memories and understandably horrified at the atrocities she did as Twilight and every moment of walking is filled with being terrified at seeing the people she made suffer. Making matters worse, Dyspear took advantage of that and puts her in a core of a new Zetsuborg. When Cure Flora reached her out at first, it was distressing and realistically sad that Towa is in complete despair, thinking that she was beyond forgiveness for her sins and has nothing else to look forward to. Good thing Flora would have none of that and still believes in her, pulling her out of her gloom and then she finally finished her Heel–Face Turn.
It get even worse in Episode 35 when it's revealed that Kanata survived his Heroic Sacrifice, but at the cost of his memories. Haruka and especially Towa are distraught at the revelation, and all Kanata can do is apologize. "To be forgotten is worse than death", indeed.
Episode 38. Oh God, this episode. Haruka seemed like she would tank on Close isolating her and driving her into despair. Then Kanata came, and due to amnesia, he forgot a lot of things and because of that and hearing how Haruka fought for her dreams because he told her that it's good... Kanata has a wrongly placed My God, What Have I Done? and tells Haruka to stop dreaming to be a Princess and it instead made Haruka enter an extreme Heroic BSoD. We'd like to just yell "Nice Job Breaking It, Hero" But in context that both parties feel extreme anguish over worry... Ugh...
Episode 39 immediately picks up on where episode 38 left off, with Haruka in a massive Heroic BSoD thanks to Kanata. Unfortunately, Close uses the opportunity to use Haruka's despair to unleash a massive horde of Dys Dark vines on the town, turning the majority into Zetsuborgs. And when Haruka notices this and tries to transform, she finds that she can’t due to losing sight of her dream. As such, after she trips over a vine, all she can do is lay there in complete despair, tears falling out of her eyes.
Kanata doesn’t have it easy either in this episode, as he ends up explaining to Towa that he only said those things to Haruka because he didn’t want to see her get hurt anymore. However, during the attack, Close spots him and very gleefully thanks him for his 'help', explaining that his words were what sent Haruka into despair. And when the others confirm it, Kanata is left absolutely guilty and horrified, finally understanding that HE was the one that hurt Haruka, not her chasing her dreams like he had believed, and that his attempt at protecting her had not only broke her, but also caused trouble for everyone else.
Episode 42: Kirara is on the verge of achieving her dream to become a famous model, but a Zetsuborg created from the dream of one of her assistants forces her to make a Friend-or-Idol Decision. Despite her friends telling her not to, Kirara transforms anyway and helps takes down the enemy, but it comes at the cost of her career taking a large toll. She makes light of the incident, but it's clear that she's very upset that she was so close to achieving what she had been striving for for so long, only to pass up the chance. The next episode pushes this further, where it's revealed that Kirara, much to the consternation of said assistant and her friends, has decided to suspend her modeling career for being a Pretty Cure. Fortunately, she gets better by the end of the episode and has agreed to a new job offer, but said job requires that she leave for Paris come spring, so she only has a limited amount of time left to stay with her friends.
Seeing the once-confident Shut wandering around aimlessly in Episode 46 can be quite distressing. It gets worse when he wanders into Noble Academy and sees Towa, proceeding to lash out against her and blame her for his downfall. When one looks back, he's actually not too far off; from the moment Twilight debuted, he progressively became less and less of a threat, practically becoming DysDark's Butt-Monkey and falling into Ineffectual Sympathetic Villain territory. And when he fully drowns in despair, he becomes an animalistic beast bent on revenge, showing just how far he has fallen.
The final episode. Now that the final battle against Dysdark has concluded, the connection between the human world and the Hope Kingdom is beginning to wane and soon the two worlds will be separated. In a heartwrenching But Now I Must Go moment, Towa, Puff, and Aroma tearfully say good-bye to Haruka, Minami, Kirara, and Yui. Later, Haruka gets one last moment to talk to Kanata before he leaves as well. Haruka then breaks down in tears.
