The climax of the movie has a giant snowman that rips out a tree to use as a nose.
Jack Frost's threats to lock Rachel and Kirsty in his dungeon for 100 years can become this when you remember that Time Stands Still in Fairyland. They'd return to the human world at exactly the same point as when they left...but they'd have lived through 100 years of imprisonment. And that isn't factoring in whether they'd age in Fairyland...
In Sky the Blue Fairy's book, just being near the goblins is enough to freeze Sky, nearly causing her to fade away. Fern worries that the goblins have hurt Sky forever.
The Weather Fairies series is full of this, especially in later installments.
In Evie the Mist Fairy's book, Rachel and Kirsty become lost in a foggy forest due to a goblin taking the Mist Feather.
In Storm the Lightning Fairy's book, an extra-mean goblin with red eyes shoots fairy lightning at the girls with the power of the Lightning Feather. While it isn't as dangerous as real lightning, it's still very threatening, to the point that no one in the entire book is hit by it directly. It gets close enough to burn Rachel's coat and Kirsty can feel its heat on her face, and it leaves scorch marks on the floor.
Haley the Rain Fairy's book opens with Wetherbury being flooded by the magic rain.
Lucy the Diamond Fairy's book has Jack Frost summoning icicles to rain down on the girls. The same book also has the fairies' flying magic fading, even Rachel and Kirsty's.
One scene in Charlotte the Sunflower Fairy's book has Rachel frozen solid in midair, and in danger of landing on the ground and shattering.
Ashley the Dragon Fairy's book has Sizzle's magic working in reverse on Rachel and Kirsty. Since Sizzle normally helps with imagination, the reversed magic drains them of all creativity and thought. Rachel describes it as a light bulb switching off in her head, and the narration says that everything in her mind became dull and grey.
Autumn the Falling Leaves Fairy's book doesn't shy away from showing the consequences of what Jack Frost did. In trying to skip fall and go straight to winter, he created an endless summer where everyone is thirsty and food doesn't grow. This causes several human world animals to help Autumn because without her magic, they can't get food.
The climax also has a scary moment. The girls' plan to melt the Ice Castle works too well, and Fairyland is in danger of being flooded. Jack Frost, genuinely repentant, agrees to work together with Autumn to fix things, but Rachel and Kirsty can't stop thinking about it until they know things are okay.
In Coco the Cupcake Fairy's book, Rachel, Kirsty, and Coco pretend to be cupcake decorations to hide from the goblins. This backfires when a goblin picks up Rachel's cupcake and almost eats her.
In Nina the Birthday Cake Fairy's book, Jack Frost takes a long fall from his candy tower and lands in a milkshake moat. Rachel and Kirsty have to save him.
The Green/Earth Fairies series is full of very real nightmare fuel, as the book deals with the consequences of environmental destruction, such as polluted beaches and rivers, smog, climate change, and the threat of rainforests and coral reefs disappearing.
In Lily the Rainforest Fairy's book, goblins play bumper cars with bulldozers, crashing into one another and toppling many trees.
Alicia the Snow Queen Fairy's book brings back some of Jack Frost's old menace by having him try to rule the world and use her enchanted mirror to charm young fairies into working for him by confusing their senses of right and wrong.