When Makie falls under Evangeline's control, the image of a naked, vampire-controlled young girl with an ominous smile on a nightwatch becomes understandably unsettling...
Negi's Demon Form. NEGI'S... DEMON... FORM. Made worse when Nodoka's artifact is seen displaying Negi's thoughts, which are covered in creeping blackness and read things such as "never forgive" and "KILL THEM".
More to the point, she's also probably the only villain in the series who's totally evil with no Anti-Villain tendencies or Freudian Excuse for her actions, which just makes her even more creepy than most other bad guys.
Plus, there's the fact that it was heavily implied that she was going to rape Setsuna when she hit Setsuna with a Clothing Damage spell, followed by pinning her on the ground, and slowly and deliberately cutting off Setsuna's Sarashi bra. Coming from a bespectacled little blonde moppet in a frilly Victorian gown makes this even more creepy...
"Senpai... Setsuna-senpai... Please, satisfy me now... If you don't satisfy me, why... I might even... end up slicing up all these other little puppets all around us as well..."
Tsukuyomi tries to kill Fate because she hasn't killed anyone for a while.
In Chapter 311, in a possible Shout-Out to the final scene in Aliens: Chachamaru is cut in half by Averruncus of Fire. It also doesn't help that Chachamaru's insides are shown in great detail.
In chapter 323 Hakase touches an important problem: would repaired Chachamaru (even with memories intact) still have a soul? Luckily, the fire spear was 3 centimetres off of hitting the main engine.
Chapter 317. The Magical World begins collapsing. Yeah, it had been building up for a while, but to actually see it happen is something else entirely. And how is it happening? Picture tornadoes. Tornadoes thousands of feet high and several miles in diameter. Thousands of these whirlwinds all over the place. And anything they touch simply vanishes, crumbling away like dust. And through the whirlwinds, all that can be seen is the arid, inhospitable landscape of Mars, which is the only thing that any survivors will see. And of course, there's the population of the Magical World running around, screaming, terrified out of their minds. Not a pretty picture.
Something not mentioned here before: The scene after the Chao arc where Evangeline freezes Asuna. Sure, Asuna broke out of it after a few seconds, but what's scary is that it worked at all. Asuna is meant to be 100% immune to all magic. It's the first time you can start to really get a feel for Evangelines power.
Ako required a rare 'cure-all' medicine to cure her sickness which cost a Million Drachmas. Cue chapter 320 where it is revealed Dryads are hunted down and their horns cut off and sold to create a 'cure-all' medicine which cost a Million Drachmas. Do the Math.
The background stories of Fate´s minions in general are surprisingly dark for Akamatsu: In case of Shiori for example her sister was beat nearly to death just because of her ability to read minds very well. And then she was erased by Secundum!
When Kotaro and some of the other Ala Alba members try to sneak by Fate using Natsumi'sFailed a Spot Check artifact, it turns incredibly tense (especially since by that point, it's made very clear that if they're spotted, it's all over for them.) Watching poor Natsumi suffering a nervous breakdown when Fate walks right up to her doesn't help, either.
From the first anime's first episode: After Nodoka's (alarming) response to the obviously perverted doujin Haruna shows her, Yue pulls up this trope by name.
Yue: Haruna, enough. She'll have nightmares.
Remember that Nodoka was androphobic at that point.