Those orbs that turn the Princesses to stone apparently don't put you in stasis. As noted below, the Storm King may be conscious in his frozen state (though this is only implied by the credits, which, as noted below, may not be canon), which implies that all three princesses (and Derpy) were fully conscious despite being turned to/encased in stone. (We know that Discord was conscious when he was a statue, though Twilight wasn't, and both were turned to stone through different means from the obsidian orbs and each other, so it's unclear which method of petrification obsidian orbs are closer to)
Heck, the petrification in general. Cadance tries to block the first of Tempest's Obsidian Orbs with her shield spell, but it burns through and she can't stop the stone from overtaking her and covering her completely, and she's frozen with a horrified expression. Celestia instantly realizes how bad this is and orders Luna to flee for help from Novo, and is petrified mid-sentence. Luna is horrified, but takes flight, only to be attacked by Tempest while in mid-air and turned to stone. Only Twilight's telekinesis prevented her from smashing on the ground...which also left Twilight a sitting duck. Luna nearly died in the first ten minutes of the film, and saving her left Twilight wide open for attack. If not for Rainbow Dash'slast-second rescue and Derpy's (attempted) Heroic Sacrifice, Twilight would have been turned to stone as well, and Tempest would have won immediately instead of it being a Near-Villain Victory and giving the Mane Six reason to leave Equestria to find help.
When Twilight is brought to the throne room by Tempest, there's a shot from Twilight's perspective of petrified Celestia. You can faintly hear an echo of Celestia screaming. Was it just Twilight's imagination, or was Celestia fully aware of what was going on?
The Storm King's Family-Unfriendly Death: He gets turned to stone, falls off a balcony, and shatters to pieces. Although some might overlook this compared to how graphic it would have been if he hadn't been turned to stone.
If the credits are to be believed, he's still alive, but busy trying to invoke Pulling Themselves Together. It's up to you to decide whether this lightens things up, or just makes it worse. Or if the credits are actually canon, given the inconsistency that his eyes were turned to stone in the film, but are moving in the credits, as well as the Queen of the Hippos.
Remember when Snails and Snips stupidly endangered themselves by entering an Ursa Minor cave but came out relatively unscathed? A young Tempest Shadow wasn't so lucky...
After Twilight unsuccessfully tries to steal the Pearl of Transformation from the hippogriffs, Novo tells them that they don't deserve to be one of them, and turns them back into ponies while they're still deep underwater. The gasping the Mane Six make when they get back to the surface indicates they just barely avoided drowning after losing their Seapony abilities when Novo turned them back to normal.
Heck, they almost drowned the first time had Skystar not intervened at the last second! Seeing Twilight's Impairment Shot is quite jarring.
One of the merchants in Klugetown is selling unicorn horns, and asks Twilight if she's in the mood to sell hers. And apparently, slavery is all too common there, as Capper tried to sell them off to pay off a debt. Looks like Tempest isn't the only pony missing a horn... thank Celestia Capper had a Heel–Face Turn, or things could've gotten much darker.
Fluttershy helplessly seeing some of the exotic birds in town being sold in cramped cages borders all too realistically on every animal lovers' worst nightmare.
The Mane 6's brush with the corrupt and lawless nature of Klugetown makes you wonder what happened to any other ponies that had arrived there earlier... either voluntarily or against their will.
Although she retrieves it later on, relieving the viewer Applejack's hat just floating in the water gave off the impression that she died, along with the rest of the Mane Six.
Tempest very nearly killing Capper and the pirates. Even though they survived, just seeing the airship explode in the sky is very unsettling, and a Tear Jerker following how Rainbow Dash had only earlier convinced Celaeno and her crew to let their sails fly again, and now Tempest had almost effectively shattered their lives by destroying their home and livelihood.
Pinkie coming dangerously close to falling to her death all because she tried her usual bouncing on an unsteady rope. Thankfully, Twilight catches her right at the last second.
During the Mane 5's battle to reach Twilight and the Storm King, Pinkie throws cupcakes at one of the Storm King's minions. The pink frosting almost resembles blood, making it look like a massacre. She begins to laugh maniacally as she turbo-tosses cupcakes at her adversaries, as though she were a complete and utter psychopath.
The Storm King finally creating a storm! (see page image)
Storm King: I'm so totally over the cute pony thing. This... ends...NOW!(proceeds to shoot a bolt of energy into the sky to make a giant thunderstorm, while laughingmaniacally)
Special mention goes to how absolutely Drunk with Power he goes as it happens and Mane 5, Spike, and Capper have to run for cover while several of the Storm King's own Mooks get blown away. Furthermore, a cyclone that huge could've done some SERIOUSDAMAGE to Canterlot!
Rainbow Dash: You'd have to be flying faster than a speeding pegasus to break through that wind!
There's just something unsettling about the Storm King's Villainous Breakdown. He goes from Laughably Evil and Affably Evil to snarling in rage and moving in a more animalistic way trying to reclaim his Staff before the Mane Six can. Afterwards, he's still in this mode when he climbs back up and just tries to silently Obsidian Sphere the Mane Six from behind, with his furious snarl transitioning into a Slasher Smile. It can bring to mind Ratigan's Villainous Breakdown, if significantly less brutal.
Storm King: "The Storm King" is tracking, well, as intensely intimidating, but you know what? I need to back it up. You know what I need to back it up with? A STORM! That would be GREAT!
Also the implications of his power. It's only alluded to in the movie, but the prequel comic reveals that he's essentially a conqueror for fun, invading kingdom after kingdom without caring for ruling them. In Abyssinia, a trade nation, he conquers the capital easily, plunders the royal treasury, and then leaves, not considering the devastating effect this would have on the nation.
The prequel comics also reveal that the Storm King is strong enough to crush a golden crown to the shape and size of a ring with his bare hands.
The idea of someone like the Storm King wielding the powers of all four alicorns is incredibly unsettling. In the episode Twilight's Kingdom, Twilight, wielding the power of all four alicorns, goes up against Tirek, a centaur who's absorbed the power of every pony in Equestria and Discord, and the battle ends in a stalemate. The combined power of the alicorns are literally equal or greater than every other magical pony in Equestria AND a demigod of chaos, and that power is now in the hands of a man that pretty clearly shows himself as a child playing with things he doesn't understand.
Daniel Ingram teased approximately 11 seconds of footage showing his orchestra's bassoonists recording for a dark, tense scene in the movie, if the sample playing in the background is any indicator. And from those three short chords alone, he manages to provide one of the most foreboding, bone-chilling themes you will ever hear.
The prototype concepts of Tempest Shadow are jarring to look at because the original intention was to make her a hybrid pony-chimera who resorted to grafting amputated parts onto herself that were taken from other animals.
In the landscape shot of Canterlot, we see a town on fire from the invasion of the Storm King's forces. Judging from the positioning, that town is very likely Ponyville itself!
Pinkie going insane in the desert is enough to make anyone's skin crawl-the bird skull she starts talking to may remind some people of Cupcakes, and then there's the giant bug that crawls across her open eye.
approximately 11 seconds of footage showing his orchestra's bassoonists recording for a dark, tense scene in the movie, if the sample playing in the background is any indicator. And from those three short chords alone, he manages to provide one of the most foreboding, bone-chilling themes you will ever hear.