And before that, we see L-elf firing multiple times on Haruto after stabbing him. The fact that they show the Gorn doesn't help at all.
The contract Haruto has to accept before being able to activate Valvrave. The consequence of becoming a vampire aside, the terms that are specified only after he accepts the contract are really chilling:
1. We are not responsible for your safety in cases where your physiology was incompatible with the system.
It gets worse in Episode 10, which reveals a side effect of Haruto's vampirism if he tries to keep himself from biting someone for too long: he just loses it and rapes Saki when she happened to be around. And speaking of Saki, her Dark and Troubled Past was bad enough, and then this happens to her...
Made even worse when you look at how the scene goes, Saki stops resisting almost immediately after realizing that turning into a Space-Vampire wasn't such a good idea after all, and her expression and tone afterwards sound like a sad acceptance.
What happens when the Valvrave rejects a potential pilot? The injection makes the pilot explode.
In episode 10, the contrast between Shoko's exciting election speech, Possessed!Haruto raping Saki, and VVV-tan celebrating in the background was pretty jarring.
Anything involving The Magius Black Speech. It is especially haunting during Fuhrer Amadeus's transformation into a Magius, where dozens of Magii are chanting in it at once.
L-Elf in episode 15 of season 2. He knocks out two Karlstein children training to be soldiers, and would have killed them on the spot had he not of had a use for them. He also shoots Marie in the head after she interrupts his battleplan by demanding some answers from Haruto regarding his eye healing so quickly in the previous episode.
The Valvraves's nature only grows more sinister as the series progresses. We still don't know exactly what they are, who ordered to have them made and why. That they turn humans into Magi was just the tip of the iceberg. Then they made Haruto rape Saki. Then we learned that they consume human emotion for energy, and then Marie's case and Pino's explanation imply that if it weren't for the presence of something called a Limiter, they'd be full-on memory eaters. And nothing indicates that one's Limiter couldn't break at any moment, leading to a repetition of Marie's suffering. Which then happens to Haruto, leading to his death.
Haruto developing a clear case of PTSD as the series goes on.
The revelation that the Magius harvest runes by kidnapping random people and then plugging them into a massive machine that literally drains their runes.
It shows that Princess Lisolette had her body stolen at infancy.
Saki's horrible scream as Cain stabs her through the spine with a large sword, with her blood spraying everywhere, with Cain looking extremely bored the whole time. He then calmly wipes off the blood on her back to reveal her regeneration to the world, where her flesh simply sews back together as if nothing ever happened.
The Purge in Episode 21, where ARUS soldiers guns down hundreds of students without a second thought.