Nightmare Fuel / Parties Are for Losers

• Katya's first transformation into the "monster" in PAFL, made creepier with some key discretion shots of her limbs expanding and then a final shot of her, and her growing flesh, filling the entire picture.
• Commentary from the creator clarifies that in "KT's Official Guide to Coolness", the test that Dmitry was expected to help perform on Katya was to psychically put stress on her organs to see what would happen^note Her powers activate when she's put under physical or emotional stress, but it's usually only ever external. When Katya says that her heart is about to collapse, that could have ended up being literal.
• Although a subtler example, seeing a panicked Yura shoot a border guard that came upon them and recognized Olga. He has a blank, almost thousand-yard-stare expression on his face as he does it. For such a genial character, it's a rough shock for the audience.
• The Grinder, a part of the zone that is so messed up that it starts dissolving people the longer they stay in it. It's a long industrial tunnel that's rumored to have a room that grants wishes at the end... prompting people to try to get to the other side, where they're inevitably killed by it. "The Mill" shows flashbacks of how it took out chunks of Nikita, Sergei, and Olga when they went into it, and it outright killed Nikita's brother.
• "Convergence" shows that Yura's willing to resort to some extremely questionable means to get the help he needs to rescue Katya. When Dima refuses (admittedly rather callously) to take part in the plan, Yura reveals that he's been recording the whole conversation. He correctly deduces that Dima wouldn't be swayed if he threatened his own safety, since he could just run away before anyone showed up. So instead, he threatens Olya, who is currently in prison because she took the fall for him. The call proves that she was sheltering a mutant, which would land her in a lot more trouble. Not wanting to put the woman in danger, Dima reluctantly agrees to the plan. With this move, Yura demonstrates that he's willing to let as many innocent people get hurt as necessary to save his friend.
  • Dima himself gets his own bit of nightmare fuel when he pins Yura to the wall with his powers, planning to kill him to keep his secret. He's only stopped by Anya at the last second. The doc that summarizes the plot of each song establishes that Dima was planning to crush Yura's organs, you know, like the doctors at the lab had him do to Katya.