Apocalypse How: Vittoria's attack on Earth in the Madoka-verse resulted in one of Scope Level 3 (Planetary). The Severity is Level 2 (Societal Collapse), verging on Levels 3 (Species Extinction) and 4 (Total Extinction) due to the damage to causality and the climate. Only one or two billion people are left, and every city and town is said to be in ruins. The Demons are now aiming for a Class Z Omniversal Physical Annihilation.
Circles of Hell: The Nine modeled themselves after the Circles in Dante's Hell.
Cloning Gambit: Desideria pulled this with one of her Spawn. She let it feed until it transformed into a copy of herself, let it read her memories, and allowed the copy to take her place and be killed by Kagami.
Conflicting Loyalty / It's Not You, It's My Enemies: The reason why Homura decides to take some distance from Kagami. She thinks that she's betraying Madoka by falling in love with another girl after Desideria goads her about it, but she also doesn't want Kagami to get hurt in the crossfire that keeps getting violent. The later situation is ironically not unlike the events of Madoka Magica.
Darker and Edgier: At least when compared to the much lighter Lucky Star anime/manga. It's even pushing it at times in the Madoka-verse's case.
Dark Magical Girl: Homura, obviously. Though significantly more heroic than she initially appeared in the Madoka anime, her determination and ruthlessness have not changed.
Demonic Possession: Konata in chapter 15, given a Brand and forcibly converted into one of the Sixth's Spawn. Several chapters later, the Seventh briefly possesses Tsukasa when she seals it inside her body.
Feel No Pain: The mechanism of this one nature of magical girls is explained as the "pain switch", where in an extreme case, a magical girl sacrifices her movement and speed for numbness of their body. An example of the technique is when Homura takes a spear that almost severs her torso without dying, and lets Kagami hit her with her bokken to destroy Demon Spawn that latch on all over her body.
Genre Savvy: Konata, of course. She recognizes what kind of fic this is before anyone else does. But said genre savvy bites her in ass when she realizes that Homura is a standard Mysterious Transfer Student like in anime and follows her around the town to see her secret, and effectively gets caught in a crossfire.
Genius Loci: Jovanni, the Sixth, takes the form of a twisted cathedral made from volcanic rock. He also has the ability to turn his Branded into his monks, which confuses Homura at first-she thinks they're the Demons.
The Heartless: The Demons, feeding on emotions and possessing little to none of their own.
Hell Hound: Ciacco, the Third, an enormous and emaciated rabid dog with a stomach full of maggot Spawn.
Kagami has one at the end of her fight with the Second. This time around, Homura talks her out of it.
Heroic Second Wind: Homura's Soul Gem is already blackened before the Third's battle and she is supposed to fade per the usual Law of Cycle, but not only does she not fade, her Soul Gem becomes bright again. Kyubey, who is understandably confused, discusses it with her. She gets another one later when Kagami reminds her that she's not alone.
Is That What You Told Her?: Said by Kyubey in Chapter 5. Homura's explanation as to what happened to her timeline's Hiiragi twins wasn't entirely truthful...
It Can Think: It's soon revealed that Demons are just as intelligent as humans, and capable of long-term planning. And sadism, in the Second's case.
The Juggernaut: Gaspare, the Fourth, a knight made of solid lead. Homura throws half her arsenal at it, and nothing works until she impales it with its own lance and spears it with her Finishing Move for good measure.
Pre-Climax Climax: Kagami and Homura spend the night together in Chapter 27, just before they go to face the Ninth.
Rape as Drama: The Second was doing this when she played with Homura's Soul Gem. Combined with the psycholoigical torture Homura was put through, it's no wonder she was catatonic by the end of it.
Rage Against the Reflection: A variation of this. The reflection Homura rages against is the Second, having shifted into a doppelganger of her past self. Kagami gets a turn at this several chapters later.
You Can't Go Home Again: Homura and Kyubey's trip back from the 2013 Madokaverse was one-way. It took a significant power boost to go back that far, and there's no way to return to their own time or universe.