Wilhelmina tries to cook something nice for Shana.
Also, in a weird way, Wilhelmina's jealousy over Shana learning to cook from Chigusa rather than her. Despite the fact that Wilhelmina is confirmed to be a very poor cook.
In the beginning, Shana is highly resistant to Yuji calling her by the "name" he gave her. A subtle CMoH happens the first time she refers to herself as "Shana".
In a similar vein, when she refers to Yuji by his first name instead of 'that torch'. Then she runs away with a small blush.
The final episode of the second season, where Shana jumps towards Yuji and cries in his arms. Considering her usual attitude, that's a pretty big moment.
When the relationship between Oogami Junko and her mother was fixed in episode three of the ova series. The flashbacks at the end are sad, if you think about it too much.
Keisaku's confession to Margery, and the following They Do moment.
The Last Episode of FINAL, and used rather heartrendingly the point when Shana tells Yuji SHUT UP! SHUT UP! SHUT UP!