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Nightmare Fuel: The Emigrants
Getting lost in the desert. Finding water only to realize that it's poisoned... and that your best friend just drank a heck of a lot of it. Then trying desperately to make him throw it up but to no avail. Then having to live through several hours of him dying an agonizing death with you being unable to do a thing to save or help him. When he's finally gone to rest you're still lost in the desert with nothing to drink.
It's literal nightmare fuel for Robert.
What happens to Anna. Having to listen to your four year old child screaming in agony as she dies slowly from her intestines rupturing. What makes it even worse is that she seems to think that if only her parents forgive her for eating the porridge the pain will go away, so she keeps begging them to forgive her and believes that they don't since she's still in agony.
Also what happens with Märta in the second book. Imagine your child being lost and you can't ask a single human being if they've seen her because you don't speak the same language. People around you might know exactly where she is but you can't find out. Nor do you have time to search either, because any minute the steamroller will leave and you have two other children on board.