Whether you like her or not, Octavia's wedding night and the morning after really hurts to see.
In volume 14, Daughter finally gets his revenge against the man who killed Lucy. Afterwards, he just sits down and think about how now he's free to spend the rest of his life the way he wants. But all he can even imagine wanting is just to be with January.
Another one from volume 14, January comes to see Daughter after he's been arrested. Daughter then shoots down January's plan to help him, and completely dismisses his concern and their relationship by saying they're Just Friends. January is heartbroken.
Lariatte's death. The consequences of it makes it even worse.