Yes, even stories as lighthearted as these have them.

!!!''Sapphire vs. Canon''
* [[spoiler:The HQ burning down. All of it. The reactions, the aftermath, the memorial service, October's speech... all of it.]]
* "So why aren't I happy?"

!!!''The MSEA Reloaded''
* Pretty much everything October does. The poor girl is clearly still struggling with PTSD, and now she has her [[AbusiveParents emotionally abusive mother]] to deal with, too.