The setting of Northeast Planet itself is pretty disturbing in many ways. The planet is ruled by a tyrannical dictator who kills anyone he doesn't like or opposes him, the citizens of the planet are clearly miserable and there is little hope for freedom.
Imagine working for Emperor Ginold it would be terrifying. He is a person who would kill you for a single failure or if he is angry enough. So you would pretty much be in constant fear of being killed randomly and there is nothing you could do about it other than just pray things don't go badly.
Related to the point above some of the ways Ginold kills his own men are pretty horrific.
Throwing his best friend tossed into a pit of snakes. Which if he is lucky one will be poisonous and will kill him fast, but if he is unlucky he will be slowly eaten to death or eventually die of dehydration.
Drowning some of his own men which you can only imagine how slowly he would have made it.
Having a fortune-teller brutally ended via slow blood loss.
Morliss himself is just one big Nightmare Fuel with his crimes being. Killing a dog in front of his owner, killing a bunch of party-goers by squashing them, and eating 72 children just so he can become stronger.
Some of the fates of the characters are also horrific, to say the least.
Gary is subjected to a Fate Worse than Death when Ginold traps his soul inside of a robotic body completely eliminating all personality or emotions he has forever.
While she did deserve it Adrianna's fate also deserves a mention. With her being trapped in an indestructible shed while hanging on a tree for the rest of eternity.
Biorge was simply stabbed but since the knife didn't reach his brain it wouldn't have killed him instantly and he likely would have died from a very slow and constantly painful blood loss.
The ending is probably the biggest Nightmare Fuel in the entire work it ends with Emperor Ginold winning killing all the heroes and will likely continue oppressing Northeast Planet for many more years with nobody able to stop him any longer.
