Any death in general due to really colorful depiction of blood.
In the first movie:
Shiki investigates a haunted building. For a good chilling half a minute, really creepy music and equally creepy giggling are heard throughout the building and then the ghost shows up right behind Shiki and her hand get possessed and tries to throw herself off the building and she had to cut her hand off.
Being mentally controlled to throw yourself off a building simply because an apparition wanted to get your attention...
In the second movie
while taking a walk, Shiki finds a corpse lying on a massive pool of blood. Her reaction?
She bends down and touches the blood flowing on the ground; streaks it across her lips. —>The blood drips down and her body trembles in ecstasy. The first lipstick Shiki has ever worn.
And some of the details of the murders are really horrifying, especially the one where the corpse got dismembered and the limbs were set around the head to look like a flower.
Later, when Mikiya goes to visit Shiki, he stops. The camera focuses on the path for a second, then cue scare chord and blood flowing down the cracks and at the end of the path, stands Shiki in front of a corpse, with possibly one of the most horrifying Dissonant Serenity ever.
After Mikiya spies on Shiki's house one last time, Shiki shows up right behind him, wearing a blood-red kimono, Hidden Eyes, no expression, and a knife on her hand. Mikiya runs, keep tripping himself and strains his ankle, with Shikiwalking very slowly toward him.
Shiki: I want to kill you.
In the third movie
Asagami Fujino's power itself; it can twist anything clockwise and counterclockwise, and she only used it against human limbs except the bridge in the end. Special points for a poor chap in the dock: he got his limbs twisted off, one by one and the accompanying sound effect of both screaming and limbs torn off is just so unsettling that I actually had to touch my limbs, just to make sure they were still attached.
How about Fujino's inability to feel pain, which comes back via a blow to the back with a baseball bat, causing a constant pain that's far worse than anything the viewer can imagine.
In the fourth movie, Shiki trying to black out her eyes due to her newfound Mystic Eyes of Death Perception. The sound effect that follows the action also puts this in Squick territory.
For starters, due to the high amount of blood and gore in this film, some of the fights themselves are nightmare fuel.
In the beginning of the movie, Enjou Tomoe has a dream where his mother kills him. Cue to him stabbing his mother repeatedly. The squishy sound is bad enough, then he pulls out her intestine and holds it in his hand, feeling how warm it is. Once you know the context, that the surprising part is the lack of blood which later gets explained with the conversation between Shiki and Tomoe in Tomoe's fake apartment. Right after that, he runs away from a bunch of thugs. After he gets cornered, a thug tries to sock him. He retaliates by stabbing his eyes, with his bare fingers.
When Shiki and Tomoe visit Tomoe's real apartment, they are greeted with the pleasant sight of Tomoe's parents' rotting corpses and an equally-disgusting kitchen. The flies don't make the scene any better.
The mere thought of the viewers putting themselves in Tomoe's shoes is scary enough. How would you feel if you realize you're just a carbon copy of your former, dead self and had to relive your death every day for the rest of your artificial life?
The scene in the basements of the apartment: piles and piles of Brain Jars. Tomoe's expression after finding his.and his arms falls off, revealing clock-cogs mashed with flesh. Seriously, Nasu, did you have the script proof-read by Hideaki Anno or something?
The scene where Mikiya is getting tortured and having his head bashed into a wall doesn't make it any less painful to watch knowing that the character performing the deed is an expy of Alex Delarge from A Clockwork Orange and Willy Wonka.
The former character's influence is more prominent, seeing as how he humsOde to Joy as he's approaching Mikiya.
How about his Karmic Death? He gets torn apart by what can only be described as an Eldritch Abomination that looks like centipede with a lots of mouth? The moral of this chapter: You do not, under any circumstance, fuck with Touko.
Let's just say the fifth movie as a whole is a pure undilluted Nightmare Fuel.
The seventh movie: LiofreakingShirazumi. The above picture should give you an idea and that's a mild example.