This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Shatterheart
Kurogane's reaction when Syaoran impulsively kisses him the first time. He gets so angry that he flats out attacks Syaoran and would have done worse if Syaoran hadn't fled into his room. Just the image of Kurogane banging on the door so hard that he nearly breaks it while Syaoran cowers on the other side establishes that Syaoran is not safe even from his own friends.
When Fai realizes that Syaoran has disappeared during their outing to bookstore after Fai tries to make amends. He frantically searches for him to no avail and how he finds Syaoran's blood in a back alley.
When Syaoran get kidnapped while on an outing with Fai. Turns out those gang members that attacked him earlier in the story? Their leaders are Serial Killers, who picked Syaoran as their next victim.
Syaraon's time in the gang's Torture Cellar. He tortured for sixteen hours barely hanging on the hope that Kurogane will rescue him.
When Fai's curse activates: Sakura is mortally wounded and the other two are desperately trying to not get hit or hurt Fai. Especially according to Yuuko, it could have been far worse.
The "townspeople" of Clow are repetitive and weirdly happy like NPCS. Not to mention that they melt when they break routine.