Actually, that entire event is explicitly described as an illusion. The alchemist is using the needles to warp his reality, which affects everyone else's. Still very creepy however, as there's a man basically getting himself high so he can inflict psychosomatic pain on others.
Though we later find out that there really is something terrifying sealed in that arm. And it really wants out.
Particularly during the time when Vento attacks Academy City and Aleister sends Hound Dog to retrieve Last Order.
Don't become Etzali's enemy. He can attack your friends, hide their bodies, and then take their places without you noticing.
"Gya ha ha!! Oh, now where to start burning her? Maybe I should roast that little face of hers? Or maybe I should press against her pink *** and burn it pitch black!! Hey, what do you think, [Shiage]? You'd better come out, cause I'm gonna burn her into a black mummy! Or can you still get off to fucking a hole like that? I'll count to three. If you don't come out, I'll burn [Rikou's] *** as punishment. Of course, if you'd rather just abandon her, the you can just sit there masturbating to the stench of her virginity being burned away."
The Agnese Forces sticking pens into their own ears and bursting their eardrums all to just stop the main effect of Index's current spell. The casual ease with which they did it really reinforces the fanatic feel of the forces and makes the danger far more real when not even basic survival instinct can stop them.
What's worse is that Index's spell was pointing out contradictions in their ideology, effectively beating them over the head with their own hypocrisy. They're so brainwashed and crazy that they don't care how wrong they are. Case in point, the nuns who already experienced it instantly try to kill them again.
New Testament 3: Cendrillon, using magic based on "Cinderella", can remotely mutilate the feet of anyone who has feet of a different size than hers. Worse, Accelerator explains that if she had used it on him, he wouldn't have been able to block it. The spell ignores distance and obstacles to affect the target instantly, so there are no vectors for him to redirect.
Don't piss off a Reality Warper or he'll suspend you in the air and instantly remove all of the skin from your body. Complete with three close-ups: an arm, the beating heart, and the staring "face". Much worse in the novels, where the character's innards in mentioned scene explode across the room after WITH BLOOD VESSELS AND ORGANS STILL INTACT AND CONNECTED WITH EACH OTHER. Despite this, the person happens to be still alive. And let's not get into any of the sequences that include the clone of said Reality Warper, (thankfully) edited out of the anime adaption.
Exclusive to the light novels: Aureolus Izzard Made a copy of himself that had his memories and thought it was him. It goes crazy when it figures out the truth, and has the power to turn anything it hits with its dart into molten gold, even people.
Accelerator. Pretty much anything he does while in violent mode, including brutally killing 10,000 teenage girls, chewing on at least one of those girls' fingers, executing a team sent after him in the most traumatizing and Mind Rape -y ways possible. And then you factor in his Powers which make him more or less invincible. Unless you are stronger than a nuke or happen to have an ability that trumps his and he can't adapt to (so far, only Touma), he is essentially unkillable.
The scene is more gruesome in the light novel, where he chews on a blob of flesh that he blew off of a fallen Hound Dog's jaw using his looted shotgun, looking far more deranged than any other illustration that he was featured in prior.
New Testament 6: Fraulein Kreutune has grown a monstrous mouth and is driven by instinct to try to eat Last Order's brains. Kakine Teitoku has come back, looking like a white zombie. He's also created an enormous army of copies of himself, as well as demonic rhinoceros beetles. They are all him.
New Testament 7: Swarms of man-eating cockroaches that can also chew through metal, concrete, rubber, and plastic.
New Testament 8: Ollerus and Fiamma of the Right ambush Othinus and attempt to turn her into a fairy to make her weaker, only for the attempt to make her a perfect Magic God, no longer restricted by the 50/50 paradox. She apparently kills them both. She apparently makes Touma's companions disappear and gloats that everything that has happened has gone according to her grand design, then pulls Gungnir out of her eye! Touma desperately charges at her, only for her to declare, "These small fights are such a pain. I think I'll just end the world." Everything, save for Othinus and Kamijou Touma, is apparently annihilated, and the accompanying illustration is a completely black page.
New Testament 9: Imagine yourself in Touma's shoes, trapped in an endless cycle of alternate worlds. Having everyone hate you, even your own parents and teacher, then having someone take your identity, then getting eaten alive, buried alive, paralyzed in a hospital bed and left to rot, and trapped in a pod and launched into space all alone.
And that isn't even the worse of it all picture his position being in his position in World Omega, see a perfect world you ever tried or dreamed to accomplish, see everyone you know being the happiest person they have ever been and you don't exist. And the cherry on top is the choice between suicide and denying said world and killing thousands of people by denying that they should exist in the world.
Even the idea of knowing that someone can change the world on a whim is horrifuing as we see how Touma reacts to the possibility of yet another magic god on New Testament 12.
St. Germain's carbon manipulation magic has creepy uses, like opening holes in humans to create a tunnel for his carbon spears or twisted plant monsters in the shape of animals that split into smaller beings like a matryoshka doll.
St. Germain's true nature It is a collective identity created by a magician out of the legend of St. Germain. By using microbes and techniques based on acting trances it can easily brainwash people to synchronize them to the network. Many of the people it uses on the novel are espers, so they are injured every time they use magic.
New Testament 13:
We finally get the Imagine Breaker's antithesis: the World Rejecter. What it does to anyone, even Magic Gods, and how they seem to be fine with its effects, are truly horrifying.