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It's made worse in the area where they're reintroduced. Academia 400 AF, which is a beautiful utopia... until you show up! Not long after entering the area, everything falls into a chaotic machines-destroy-humanity kind of theme while dramatic music called Condition Omega plays up until Caius' appearance. You are also shown a graphic transformation into a Cie'th when the first few people you see there shake violently and then become the monsters. To add insult to injury, you have to fight them immediately afterward. It goes From Bad to Worse when this later becomes recurring in the same place and time, only now there are screams heard throughout the city. And the boss of the area is none other than the horrifying Zenobia, a giant Cie'th with tentacles.
Often when fighting the Cie'th, one or more of them will start off the battle by using a Remedy... We'll let that sink in.
Even worse, if a Cie'th spawns and you take too long to engage it (which WILL happen due to the absurdly high Random Encounter rate), it will start attacking nearby NPCs; you'll hear them scream, then they keel over and stop moving... Yes, you can actually see NPCs killed before your eyes! And you'll have to live with the knowledge that you, the player, failed to save them.
For added guilt, as you go through the city, you can watch NPCs who are absolutely terrified of the monsters that the people around them are turning into run towards you and get turned into Cie'th themselves because they got too close to you. Oh, and don't forget the screaming in the background as the half of the city that's been turned into Cie'th kills the other half.
A Dying World. It's one of the darkest areas in Final Fantasy (in terms of lighting), has only three people present beside the visiting Serah, and spirits of others wander around with a red demonic glow. And you hear their pain. What happens when you bring them back into phase with Mog? They fall dead (often while crying out in some way) instantly. Oh, and it has a blood-red sky.
Yaschas Massif 10 AF. You start off in a small mountainous area at night. Okay, so there are a handful of people walking around, there's some lights to keep things viewable, and everything is calm and good... until you find your way to the open area in the center of the map, where the eclipse has made things pitch black and the only light available are the various spotlights and lamps in the area. You run toward the spotlight and suddenly the Mog Clock appears, and next thing you know a Behemoth that can decimate any normally-leveled player appears and you realize that the Mog Clock is going at an accelerated rate. It plays this, which gives the feeling that something is sneaking up on you waiting to pounce at any moment... Then as soon as an enemy shows up, the music immediately changes to this, which is like that something suddenly pounces and gets you! There is hope, however: stepping into light resets and freezes the Mog Clock. But even so...
It doesn't help that both themes are essentially a reallyDark Reprise of the usually-cheery Prelude theme heard throughout the rest of the series. You will never hear that piece of music the same way again.
Then there is that alarming mission in 110 AF where one of those Crimson Spheres says something about some fatal error that could turn hazardous, where you have to talk to some guy who won't believe you no matter what you tell him to reconsider unless you find the manual. That whole overtone is just terrifying and makes you wonder: what happens if you don't? Even worse is, after finding out that one of the Crimson Spheres was a child, 110 AF plays scarier music than the music above, and in 010 AF, if you look in a certain area, you see one of those Crimson Spheres floating beyond reach.
Anything from 500 AF and onwards (except for the possibility of Archelyte Steppe (not the one from the paradox ending) being somewhere at this time):
Academia 500 AF is a seemingly bottomless city with floating mechanical things all over the place, which gives an eerily mechanical feel; the green, clouded skies somehow make it worse and knowing this is the time Cocoon crashed into Pulse makes it just straight-out horrifying. To make things worse, you don't see any people until the end of the area. This is the background music playing, which seems to say no matter what you do, you are screwed. Once you reach the end, you hear the sound of a bomb alarm go off.
New Bodhum 700 AF. Seeing the starting area of the game become an uninhabited wasteland is deeply disturbing.
Paradox Ending #8:A Giant Mistake has a possible Archelyte Steppe 500 AF Paradox where the peaceful plains of the Archelyte Steppe has been reduced to a flaming war zone. Which may imply that the last area of peace may have been destroyed if it wasn't for them weakening Atlas, and that probability alone is disturbing.
Neo Bodhum. For starters, the Game Over music plays when first entering the area, the skies are beige and you can see blackness. But hey, at least you see old friends...but as soon as you talk to Snow, they disappear. Then you have to go to Lightning, who gives you two options: 1) Stay in Neo Bodhum and live a lie, or 2) Refuse, where Dream Lightning's eyes turn a monochromatic black and she then fades to darkness.
Royal Ripeness, unusually, since most of the times Flan-type enemies are funny. Not this one due to it leading to Cocoon crashing into Pulse, and if you don't stop it, Cocoon crashes into Pulse early! But once the Faeryl is destroyed, it becomes Nightmare Retardant.
The ending. It starts at such a typical high note, complete with hopeful pop music... and then Serah falls over, dead, due to the timeline changes. Then a loud thud and clocks are heard, the sky starts to darken, a time paradox gate the size of Neo Cocoon appears, and Mog falls down. He warns Hope and Noel that the goddess Etro is dead, with Caius' mocking voice reminding them that if he died while Etro was still recovering from her wounds, she would die, too. Cue the Time Crash as chaos erupts from Etro's prison, destroying the entire timeline - everyone, everywhere, everywhen is trapped in a Valhalla-like existence with no causality. The game finishes with a shot of Lightning's crystallized body on Etro's throne and To Be Continued.
The Mind Screw secret ending (gotten for 100% Completion) doesn't help matters, either. Caius is alive. He knew the entire time that all timelines end with Etro dying and him winning, only the specifics differ. He's sitting in the Void beyond, laughing at the player for trying so hard to find an escape, because there isn't any. He's won, he knows it, he always knew it, and there's literally nothing the player can do about it. Cue his Red Eyes, Take Warning kicking in, as well as chaos itself surrounding him like a cloak as he heads off to reunite with Yuel in the post-Time Crash universe. Oh, and Lightning knew too, and her hitting the Despair Event Horizon is what leads to her voluntarily crystallizing herself to try and ride out the ensuing apocalypse.
The only upside to this, is that there is still something the player can do, it just wasn't obvious when the game first came out. You can get ''Lightning Returns: Final Fantasy XIII and save the world as Lightning, 500 years after XIII-2's ending.
Just the intro when you first play as Serah. You open your front door and step outside, expecting to see your friends and neighbors and a beautiful beachfront view...and then the air seems to warp and fold in on itself as you find yourself walking in a blasted, desolate landscape completely devoid of human presence, or any life at all for that matter.
Adam's plan, as revealed by the Augusta Tower Paradox ending. First, he brainwashes Serah, Mog, and Noel into becoming his knights while he begins work on an army of fal'Cie. The worst part? This plan is called The Eden Project. He intends to make history repeat itself.
When you run into a Don Tonberry. Tonberries are scary enough alone, but then it uses its ultimate attack. What does it say? "NONE ARE SAFE..." And if you're not ready, you'll probably die.
Caius is basically a purple-haired version of Sephiroth who has extremely powerful attacks. The really scary thing? Word of God states that Caius is the most powerful Big Bad in the series.
Ruined Hometown. It's beautiful, but the opening has a sound in the back that sounds like a constantly whirring saw.
Hearing Serah call out for her friends in fake Neo Bodhum after they disappear is somewhat unnerving. As she goes through the list of people that should be there, her calls get progressively more urgent and scared...
Pacos Amethyst and Rubrite are this along with being a Tear Jerker boss fight. They are large, paper-thin, crystalline giraffes that have an alternate version of Yeul's Theme playing in the background while you hear Yeul's disembodied voice telling you to turn back throughout the boss fight.
In Requiem of the Goddess, hearing Yuel's laughter as Serah's soon-to-be corpse bleeds black out of its closed eyes with chaos engulfing it, with Yuel saying she will remain in darkness, like anyone else, until The End of the World as We Know It. The fact that it's really Caius messing with Lightning does not help.