The Chitauri Invasion from the perspective of an innocent bystander, especially from an 11-year-old Kate, is very terrifying. Picture this — you're just relaxing and going about your day in your home when suddenly the ground starts shaking. Then your room nearly gets blown to pieces as your parents are nowhere to be found. Then you see aliens staring at you with murderous intent as you're helpless to do anything to fight back and can only duck in fear. Good thing Clint was there to stop them in time…
And just to twist the knife further, Kate's father is nowhere to be found as Eleanor manages to find Kate and run their asses out of there, and it later turns out that he died during the attack. It's all too easy to forget that some of the most epic and grandiose battles of the MCU can be extremely terrifying for anyone that doesn't happen to be an Avenger and is just a completely ordinary person living their life.
The Cold Open of Episode 5 shows us the Snap and the Blip from the point of view of someone who was taken out and it's incredibly creepy. From Yelena's point of view, she saw her hands turn to dust for a second (which was her death) and then come right back (her being brought back). Then the redecorated bathroom slowly morphs from the old appearance to the new one. The effect is intentionally confusing, representing just how lost someone would be in that position in real life.
At the end of the credits of episode 5 after The Reveal of Kingpin, we see his huge silhouette looming over New York; a reminder that even after what happened to him at the end of Daredevil this is still HIS city.
While played for black comedy in Episode 6, the fate of the Tracksuits in the truck who first get shrunken by a Pym arrow, already horrifying given the two are without Pym tech suits to safely return to normal size, then an owl picks up the truck and carries them off to be certainly eaten. And given that owls actually swallow their food whole to digest them, they are certainly in for a gruesome death.
Much like in his debut appearance, Wilson Fisk remains a terrifying figure throughout the entire finale. Combined with his newfound Super-Strength and his durability in battle, it only increases his threat level. His interactions with Maya, where he tries to present himself as a loving familial figure, also create an unsettling overtone of an abuser trying to gaslight their target.
The level of sheer durability that Fisk displays is insane. Kate shoots him point blank with an arrow, and the Kingpin doesn't even bother to pull it out. He just snaps the shaft in two with the arrowhead still inside his body. He gets hit with a car hard enough to throw him through a storefront and barely seems bruised. The final shot of the battle is Kate detonating basically every single trick arrow at her disposal, and that just knocked him out for... Ten minutes. Maximum.
