Unmarked spoilers are ahead, per Spoilers Off rule.
Raizou recounting how his grandmother died and how traumatizing her death had been for him.
Himi's death. More for the fact that despite everything Genma had done to him he still loved Genma enough to sacrifice his life for him.
In the Origins Issue in vols. 7-8, which details how Kotoha grew up with Konoe, Kotoha demonstrates his powers for the elders. Konoe ends up getting torn apart, and it's heartbreaking when Kotoha turns around to discover that he seemingly killed the only person who took care of him.
Arguably Shoui's childhood and seeing the hatred the entire family had for him was depressing because they blamed him for Rikiichi's death. He was shunned by everyone, including Asari, for a tragedy that wasn't even his fault. Things grew to be so bad for Shoui that in his teenage years (and Asari was still refusing his call) he tried to indirectly commit suicide numerous times by deliberately overusing his kotodama powers. And even though Asari did finally come to him and save him, their relationship remained cold and distant for a long time.
Asari's death deserves a special mention, because everything leading up to it had been a heartwarming moment. And when he realized what was happening he frantically rushed to Shoui's side, all the while thinking "I don't want to go. I don't want to leave you!"
In the final volume, Rikiichi and Magane's deaths. Both pull a Heroic Sacrifice to save an infant Shoui and Rikiichi's death emotionally crippled the entire family.
