General

For bird lovers, the scene in which Lavinia's cat Tybalt eats the baby birds, followed by the suggestion that while Tybalt was just following his natural instinct to hunt, Lavinia apparently set him on the birds.
The Wham Episode is this. Imagine you're a girl who, until now, has lived a comfortable life. You then hear that your father has died without a penny, resulting in you being stripped of your possessions, your birthday gifts and exiled to the attic.
In some visual novels, the Player Character might be friends, or at least civil acquaintances, with the characters whose routes weren't chosen. In this game, after the Wham Episode, the other students don't interact with Sara much due to her having become a servant, and Mariette gets sent away, resulting in Becky being Sara's Only Friend in Becky's route. Sara briefly reflects on her loneliness in Lavinia's route, and how Lavinia is the only "friend" she has left.
Sara lashing out against Emily after the Time Skip, angrily calling her nothing more than a doll, goes to show how sad and lonely she is now that she's become a servant.
Sara's prediction that when she grows up, she'll eventually get to work for Miss Minchin as a teacher, but will still have to forfeit her wages to her.
The sheer amount of guilt Mr. Carrisford must feel, knowing that his friend died in part because he took his advice and believed he'd fallen into ruin.

Route-specific

Pictured is Lavinia's breakdown after Sara learns her most shameful secret- that Lavinia, who always wanted to be a true English lady, is actually half-Indian. Say what you will about Lavinia; when a haughty and temperamental girl like her is reduced to Inelegant Blubbering, it says a lot.
On Becky's route, Sara comes to the depressing realization that no one besides her would care if Becky had fallen to her death.