This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Skulduggery Pleasant
Skulduggery himself. An animated skeleton who is so crazy and untrustworthy that even his friends don't think Valkyrie should be around him.
The water-soluble mook of Serpine's in the first book probably qualifies, too.
The whole scene where he breaks into the Gordon's house could count. Imagine, being a twelve year old girl, all alone in a large house where you uncle recently passed away it, during a storm, and some stranger calls on the phone. It's also a potent Adult Fear as well.
The White Cleaver. It can't be killed. It can't be escaped. IT NEVER STOPS CHASING YOU WHEN IT IS AFTER YOU.
Tanith's torture and imprisonment in Dark Days. She was nailed to a chair for at least a day.
The Remnants definitely qualify. Spirits that seem to be made of pure rage and black smoke and shove themselves down your throat in order to possess you.
The large amount of Squick and Fridge Horror involved with Remnant!Tanith definitely applies. She is being possessed by the same Remnant that nailed her to a chair. The Remnant (in her body) is in a romantic relationship with someone who wants to kill her friends and at one point fantasized about slitting her throat. She can't stop herself from doing anything. The conversation it has with Valkyrie (while her parents were there) was one of the more creepier parts of a very creepy book. Also? It's suggested to be permanent.
Remnant Clarabelle should get a special mention. The other Remnants are basically just evil versions of themselves. When Clarabelle gets possessed, she goes bat shit insane.
In Mortal Coil, Valkyrie needs to have her true name sealed. The ensuing scene is not for the faint of heart.
Special mention goes to dead!Valkyrie, who is almost as creepy as Darquesse. 1) Dead people aren't supposed to be able to use Necromancy (which is a creepy discipline at the best of times). Not only can she use it, it's like the shadows are eager to do what she wants. She just thinks about stopping Nye from getting away and the shadows break his leg. 2) She scares the crap out of Nye who is horrifying himself. 3) The emotionless way Valkyrie says that she'll kill Nye if he doesn't fix her is kind of disconcerting. 4) This all happens while she has her heart and other organs shoved in a bag. 5) The fact that she's Darquesse suddenly becomes a lot more believable. 6) Hallucination!Skulduggery is both terrifying and depressing. 7) The way the shadows are described gives the impression that they're sentient. "The shadows played with Valkyrie's hair." *shudder* Sweet dreams, people.
How about the surgery itself? The sounds described...
Hallucination Melissa: My Stephanie would never kill anyone.
Nye now works for the Sanctuary. Every time Sanctuary agents get hurt, they are patched up by a magic version of Josef Mengele.
The Dullahan dragging off a random woman.
Skulduggery again, in the beginning of Dark Days. When Valkyrie rescues him, he's so out of it that he mistakes her for a hallucination. There's just something really scary about how Skulduggery, a character who's seemed a bit odd so far but nothing really bad, is completely off his rocker and Valkyrie basically has to drag him back to their own world.
Special mention goes to when he finds out that he's been followed by Weeper, a not-very-threatening agent of the Sanctuary. Skulduggery appears to be about two seconds away from blowing the poor guy's brains onto the pavement before Valkyrie's intervention, all the while muttering about how he would "usually kill people who follow me...simple and clean." Later on, he tells Valkyrie that it's part of aBatman Gambit.
In Kingdom of the Wicked, he has to put up with both China and Serpine.He's very calm and you constantly get the impression that he's just two seconds from killing someone.
Last Stand of Dead Men has Skulduggery, Dexter Vex, Saracen Rue, Gracious O'Callahan and Sanguine forced to watch Ghastly and Anton get murdered on the other end of a video link. Gracious, Vex and Saracen all hit varying levels of Heroic BSOD. Sanguine finds the whole thing funny. Skulduggery just strolls to the mirror and casually checks his tie and hat. When finally asked what he intends to do, he responds calmly and conversationally.
Kenspeckle's death in Mortal Coil. Clarabelle, the quirky, somewhat dim assistant, is possessed by a Remnant and is found sitting on top of him hold a scalpel and covered in blood.
The Faceless Ones themselves, especially when the reader finds out that 'faceless' is not a metaphor. When a Faceless One possesses a vessel, the vessel's face melts off.
The Jitter Girls.The name isn't very threatening compared to the likes of Nefarian Serpine and Lord Vile. They literally jitter... as in Japanese Horror movie jittering... and have a horrific back story. When Skulduggery sees them, he backs against the wall and tells everyone to hide.Really.
The way the attack Valkyrie by literally putting a hand through her skull and rummaging around in her brain and her subsequent retaliation in which Darquesse, who has been awakened by the aforementioned brain-grabbing, curb stomps them and then threatens Skulduggery isn't much better either.
The description of Mr. Bliss in the first book.
Oh, Mr. Bliss isn't that bad. His death, on the other hand...
Lord Vile, if only Skulduggery's reaction to seeing him at the end of Mortal Coil.
Ghastly talks to Tanith about his mother. The woman was Badass incarnate. She beat both Baron Vengeous and Serpine into retreat. Some of Mevolent's best men would see her and run. Her mistake was going against Lord Vile.
And now we know why Skulduggery freaked out...
Lord Vile from the Alternate Universe is even worse. It's implied that Skulduggery didn't snap out of it and as a result, Mervolent won the war. He cuts Alternate!Ghastly in half.
Lord Vile telling Skulduggery that he's going to kill Valkyrie at the end of Mortal Coil.
Darquesse lets Vile gouge out her eye for an experiment. Deliberately making sure she feels the full pain of the experience. And when she determines she knows what its like to have her eye gouged out, she shuts the pain off and grows it right back. While flying.
Darquesse getting her head cut off in Kingdom of the Wicked. And then putting it back on.
Even worse was her jaw and hand getting burnt off.
Especially seeing as how she didn't seem especially concerned about either injury. She cared enough to heal them, sure, but she didn't even seem to really feel hurt.
Kitana ordering her gang to kick Valkyrie to death.
Carol's conversation with Valkyrie in Kingdom of the Wicked makes it clear that her sister is an undiagnosed anorexic. The depiction of what it feels like to have such a mentally-ill loved one is so spot-on it's like a punch to the gut. It gets worse when you realise how quickly Crystal must be deteriorating for her to have gone from normal in the last book to comparable to Skulduggery in this one.
China almost burning herself alive. Described.
Also. China almost getting killed by a swarm of spiders. That get in her mouth. NOPE.
An entire chapter of Darquesse mind raping Valkyrie into giving in. While she's getting ripped apart by witches.
kill him kill him kill him kill him kill him kill him kill him
Skulduggery performing a Mercy Kill on his soldiers who were going to be burnt alive.
Ravel: *on his knees, gun at his head* What's it going to be? Assassination, arrest or kidnapping?
Skulduggery: Keep talking. I haven't made up my mind.
Ravel: Well, if these are my final few moments, I'd like you all to know how sorry I am about Ghastly and Anton.
Skulduggery: *taking a step back to avoid bloodsplatter* Assassination it is.
The context of the scene is a really bizarre mixture of this, Heartwarming, Fandom Nod and Tear Jerker, depending on your whole view of the Valduggery/Vilequesse situation, but Darquessekissing Skulduggery (yes, right on the mouth) and calling him "her favourite little toy." Right before killing him.
Skulduggery getting pissed off enough with Stephanie to point his gun at her. Fletcher has to stand between them.
The Sensitive who starts messing with Valkyrie's head in order to find out where the Dead Men are hiding. We see Remnant!Clarabelle chopping Kenspeckle to pieces while he's calmly talking to Valkyrie, Skulduggery wearing a facade of black shadows and then Darquesse starts messing with the Sensitive.
Basically, just Darquesse in the last part of Last Stand of Dead Men. After mockingly telling everyone that they're just insects to be crushed, she them gives Ravel a To the Pain speech and goes through with it. He may have crossed the Moral Event Horizon, but no-one deserves to spend twenty-three hours each day, every day, until death, in screaming agony.
And the award for the most messed-up scene in the series goes to... Valkyrie killing her baby sister. Granted, she's revived almost immediately. But the fact remains that Valkyrie killed Alice just to gain the power of the Sceptre. This, on top of everything else that happens in The Dying of the Light, is enough to traumatise Valkyrie to the extent that she leaves her family and Skulduggery to live in America for five years.
Stephanie's death is brutal and help is just out of reach. There's no magic. Darquesse simply possesses a much larger man and beats the crap out of her. Her extensive training isn't enough to help her because Darquesse has had the same training. Which is terrifying for any woman who has taken a self defense class. To make matters worse, the chapter is written in her point of view and you see just how desperate she is to live before her thoughts just trail off. According to his twitter, Derek traumatised himself writing this one. Considering the man is responsible for this entire goddamn page, that's impressive.