The Bad Guy Wins: The episode ends with the Zygerrians successful in capturing our heroes, the warden on Kadavo succeeds in breaking Obi-Wan, the prime minister has the freedom to mercilessly torture Ahsoka for all eternity, and Anakin is the queen's slave, who offers if he willingly submits to her, she will free Anakin's friends.
Break the Badass / Kick the Dog: Obi-Wan is forced into submssion to the Zygerrians after Agruss drops slaves to their dooms on Kadavo, to make a point that the togruta slaves will end up being the ones suffering, should Obi-Wan rebel.
Darkest Hour: The episode ends with our heroes captured by the Zygerrians and separated in different locations, with Ahsoka being sadistically tortured by the prime minister of Zygerria, Atai Molec, Rex and Obi-Wan are sent to Kadavo, and for the record, Anakin is Queen Miraj Scintel's personal slave and guard, who offers Anakin to join her willingly, in exchange for Anakin's friends' freedoms.
Despair Event Horizon: Obi-Wan crosses this after Agruss drops slaves to their demises to discourage Obi-Wan from trying to rebel against him, because he will make the slaves suffer if he does so.
Downer Ending: The first half of Season Four ends thusly: Our heroes have been thwarted in their escape from Zygerria and are separated. Ahsoka is imprisoned above the Zygerrian queen's palace and is being tortured mercilessly by Atai Molec. Obi-Wan and Rex, along with the Togrutan governor of Kiros, Roshti, are sent to Kadavo, and submit to the Zygerrians after the warden, Keeper Agruss, drops several slaves to their dooms; and Anakin is now the Zygerrian queen's personal slave and guard on Zygerria and is left thinking if he would join the queen willingly in exchange for the freedom of his friends. In other words, the attempt to locate the colonists has failed, and we assume that no one is coming to rescue our heroes. The ending is made even more tragic by the fact that the last part of the story arc, Escape from Kadavo, didn't air till January 6th, 2012! (Arguably one of the biggest downers of the series!) Sure, things get better next episode, a month later, but that was still a very bleak way to end the first half of a season!
Driven to Suicide: A Twi'lek slave, after a failed assassination attempt on Miraj Scintel, throws herself off a balcony rather than continue being a slave.
Establishing Character Moment: The slave pen warden, Agruss in the episode adaption of Slaves of the Republic has one when he drops a band of slaves down into an inactive volcano, killing them through the sheer drop, just to make a point to Obi-Wan of how he intended to break his will.
Moral Event Horizon: Agruss crosses this when he drops several slaves to their dooms to discourage Obi-Wan from defying him.
Terrifying Rescuer: Obi-wan scares the heck out of an alien he's trying to rescue from slave traders, because he's disguised as one of them.
What Happened to the Mouse?: The last time we saw R2-D2 in this episode is when he gives our heroes their lightsabers for their planned but failed escape plan, we don't see what happens to him after the capture of our heroes.