Just the horrible state everything is in. Humanity has been all but eradicated from the planet, and everything around them has been either reduced to, well, ruin, or mutated into a vicious monster. It's very much a Crapsack World, and the story doesn't ever waste an opportunity to remind the reader how the time of mankind is over.
James as a whole. He is explicitly described as a mere shell of a man. A Death Seeker who's only motivation in life anymore is what amounts to a suicidal fool's errand in the form of killing Zarius.
The reason he wants to kill Zarius is as sad as you might imagine. He and his fiance Hannah were the first in line to get a special vaccine that would offset the Kaiju Blight. And it actually worked for James! Then Zarius came into town, destroyed everything (the vaccine included), and accidentally sent a piece of rubble heading straight into where Hannah was. Oops.
Even worse, there's a slight hint before the backstory is revealed that he and Hannah were going through some kind of spat just beforehand. Does he have Parting-Words Regret on top of everything else? Who knows.
Allison and Jenna's situation is arguably worse than James. He seems content with dying at some point, but poor Allison cannot afford to do so. Not while her little sister needs someone to protect her. Basically, she got a Promotion to Parent after her and Jenna's mom and dad died horribly to the Kaiju Blight after the latter erroneously shot a monster with a shotgun at point-blank range. Jenna was too young to remember it, but Allison knows that moment well enough for it to be a Trauma Button wherever guns and kaiju are concerned.
Allison is so deprived of any interaction that she latches onto the first man she comes across. Trouble is, that man is James. And while he still volunteers to take them to Haven, he plaintively tells her that he's both way older than her, and he's still holding on to the memory of his Hannah.
The fall of Haven is pure Nightmare Fuel from start to finish, but it's also quite tragic. The one place anyone felt safe for miles, and it's destroyed in less than a night by the fury of the monsters that surrounded it. Especially sad is Allison's reaction once she and Jenna slip away in the confusion. She feels that she's essentially failed her sister now that their efforts to find a better home have been All for Nothing.
During their fight, Zarius knocks James' EGS tank over while it's still firing rounds. Bullets are sent flying and hit many people...including Allison, her arm shredded off. She ends up dying in front of her sister, only comforted by how she managed to keep her safe one last time. Poor Jenna can only call her name as she passes away.
As one might guess, the ending is equal parts triumphant and tragic. James killed Zarius, but died a slow death as he and the EGS sunk into the water. He dies happy, but still. Ron is heavily implied to have become assimilated by the Kaiju Blight, though the being that takes his place is far nicer. Jenna meanwhile is the Sole Survivor of the entire cast, and is so forlorn from losing her sister that she gives herself to whatever plant-like being (the one that replaced Ronald maybe) lives in a cave. The very last picture is of her being turned into a very different being as the pain fades away. We may never figure out if she too was assimilated or transformed into something more.
