And just to hammer the nail in further, one NPC asks you if you were on the train and says "so was my fiancee" before awkwardly ending the conversation. If that was too subtle, in earlier episodes she said "you were the lucky one" as well.
Dr. Sigmund's Orphanage of Fear. All the kids there are terrified and cannot wait to turn eighteen, because he won't let them be adopted and won't let them leave until they're legal adults. Why are they afraid? He tortures them with electricity in his "therapy" sessions.
Heather ends up there after her father dies, and he immediately marks her as his next "patient". As if she hasn't been through enough. Made even worse since Corey asks you to look after her, and you failed.
The scariest thing about Dr. Connal is not the torture he puts his patients through, but rather, how monolithically certain he is that he is doing the right thing. The man is insane enough to think that he's torturing those children for their own good!
Talk to people in the Obsidia ward during the attack. One crying girl will be too afraid to go outside because the street collapsed beneath her boyfriend's feet while he was walking next to her. Luckily, he survived, and once you get access to the depths of the Railnet system you can rescue him and reunite him with his girlfriend.
Shade's gym. It's an old power plant with no power, so it's pitch black inside, except for the occasional flicker. The music there is a low, menacing tune similar to what you find in Lavender Town and doesn't change when you encounter wild pokemon. To get to Shade, you have to stumble your way through the darkness, lowering the doors with terminals, and every time you activate a terminal you see how someone died. One girl getting attacked by a Garchomp, another being decapitated, Corey committing suicide...and the less said about Shade himself, the better.
And then there's the fact that his Gengar is named after Corey, whose body he collected.
Those "visions"? Those don't show how someone died, they show how someone will die. The girl being killed by a Garchomp is Kiki, who is indeed decapitated by Solaris's Garchomp while trying to stop him from erupting the volcano. And later on you have to see Amaria jumping down a waterfall because Titania admitted to faking being in love with her, ironically to help her with her apparent depression.
The PULSE machines. Just three of those things were able to destroy half the city with just Tangrowth. Imagine what one could do with, say, a Gyarados or a Tyranitar. Or even better, imagine what a whole army of Pokemon hooked up to those things could do.
The prototype pulse machine forcibly evolved a Magneton into a Magnezone, which isn't all that horrifying except for the fact that in the pokedex, it is said to be impossible to do artificially. Its creator's on the other hand, went through the exact same process, becoming ZEL.
Using a move of the same type as the field usually strengthens in, with the game saying "the murk added to the attack" (or something). Use a Poison-type move in the Wasteland, and the game tells you "the waste joined in the attack". That place is alive, and it's not friendly.
He's Dangerously Genre Savvy, cold, calculating, and has no qualms ordering his Pokémon to attack and kill defenseless humans. What Pokémon is it? A Garchomp—you know, the thing that Smogon banned to Ubers for being stupidly overpowered. And the game is not shy about showing how badly an ordinary human fares against it.
He orders Cal to throw Kiki's Medicham in lava. Imagine how traumatizing that would be for Kiki.
The scariest thing about Solaris, though? HE'S JUST TEAM METEOR'S DRAGON. The true leader of Team Meteor, Lin, is arguably even worse than Solaris! During the Enemy Mine situation in Team Meteor's Tanzan Mountain base, she not only sees right through Sirius' lie that the Player Character is a new recruit, but also knows right away that you're responsible for the subsequent attack on the base by Saphira and her Steelix! To give you an idea about how feared she is: EVEN SOLARIS IS RELUCTANT TO GET HER INVOLVED.
Some of the custom shinies look a bit unverving, for example, Aegislash, Kecleon, and Vivillon. To elaborate, Vivillon has a demonic aura around it, Aegislash is splattered in blood, and Kecleon is almost completely invisible.