Let's start with the Christmas chapter, shall we? Non-canonical to the Dresden Fillies it presents us with Maggie Dresden writing fanfic about her Dad being in MLP to cope with that he's dead, instead believing that he's really away saving Equestria.
The destruction of the Order Triune in chapter 21. Yes, they mostly had it coming but that doesn't mean it wasn't horrible anyway.
Celestia exiles Harry from Equestria, until he can get the sigil and shadow of the Fallen off of him and Harry accepts it, realizing it's probably for the best.
Chapter 24: Bon-Bon telling Harry that Novel Notion's betrayal of the Order took the lives of several of her relatives and most of her childhood friends. She also admits that she was lucky compared to some of the other survivors since she didn't lose any parents or siblings. Harry immediately tries to change the subject to alleviate her mood. The goodbyes at the end of the chapter are also bittersweet since Harry knows that Celestia has exiled him from Equestria until he removes the Mark of the Fallen. On the bright side, Luna knows too but she gives him a way to discreetly visit Equestria anyway since she doesn't agree with Celestia's decision.
