Shrade's Dark and Troubled Past: It begins with him accidentally using his powers on his parents before he knew how to fully control them, accidentally making them kill each other. He goes on to be used as a political weapon, making important figures at his recitals kill one another. It didn't end until Neo DEAVA's Chairwoman picked him up during an Abductor attack.
Also, his death in episode 23. It makes Cayenne break into tears before he even knows for sure, but the viewers who know what's going on...well.
Oh, screw it. His whole existence is a massive fuck up on part of Lady Fate. This guy was, basically, born to kill and then die.
Jin's death at the end of episode 13.
Yunoha's depression in episode 14 is hard to watch.
Making the second ending theme Yunoha no Mori all the more unbearable to listen and watch.