This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Spice and Wolf
If you go bankrupt, you'll get your head shaved, your teeth plucked out, and then you'll be sold into slavery for the rest of your life. When you finally die, you'll be buried in an unmarked grave. Said "rest of your life" will be 2-3 years at most, unless you're really lucky or unlucky. Economics is Serious Business, indeed.
Speaking of horrific and violently disproportionate punishments... in episode 12, Lawrence mentions the punishment Nora would most likely receive for the crime of smuggling, remarking that her "tiny body would not be able to withstand it". Not only does this heavily imply that rape is a punishment regularly handed out in this land, but that in Nora's case, she'd be raped to death. Jesus...
Literally, in the manga, where Lawrence's imagining of what would happen if Holo were to be turned over to the church shows her crying out in agony as she is burned at the stake.
Holo is pretty terrifying when she's upset. In the last episode of the first season Lawrence doesn't need to listen her to understand that she intends to tear apart every single member of Lemerio trading company, along with any associates they may have, no matter how little they had to do with the betrayal that brought out her rage, just to protect him. That's a giant wolf deity who is not kidding around, and could level the entire city if she wanted to.