Fleeting being a sequel to the game's bad ending, it is depressing by its very nature. Most of the delightful characters from Star Stealing Prince are dead, after all.
Chapter 7, where phantoms in the desert turn out to be what's left of Snowe's people. The phantom who used to be Richard tries to protect Snowe from the other phantoms, and it's strongly implied that one of the phantoms that attacks Snowe is what's left of Astra. Snowe ends up setting all of them on fire in self defense, which causes him to remember setting them all on fire before.
In Chapter 10, when Esmeralda tells Canan that she, Rhea, Snowe and Iain have to leave the city for their own safety. Canan doesn't even look back for fear she'll see Esmeralda crying.
On top of being disturbing, the Nightmare Sequence in Chapter 11 is very sad. Snowe struggles to remember the name of the demon who helped him and can't (that demon being Erio), and when Astra appears in his dream her face disappears and Snowe gets upset that he can't remember what she even looks like.
In the tags for Chapter 11, Ronove warned to bring tissues for the following chapter. Then in Chapter 12, it is revealed that Hiante survived Snowe's demon-possessed murderous rampage and has been trying to track Snowe down ever since. His description of how he used to always know where Erio and Astra are but can't feel them anymore is just heartbreaking.
Hiante wants to find a way to revive the people who died on the ship. The group goes to the land of the demons to ask for their help, and run into Erio's older sister. She's very displeased to be face-to-face with Erio's killer, and when informed of the plan, simply tells them that while there may be a way for everyone else, there is no way to bring a demon back from the dead.
In Chapter 15, Beliaz informs the group that Esmeralda was executed for doing things like sending Canan, Rhea, Snowe and Iain away and sending messages to Iain and Canan's father.
Chapter 17. The reason Xiri killed everyone besides Astra was because they would have killed Snowe (according to him he had even been planning to take Erio home when all was over but Erio had sliced Snowe's face), and when Snowe angrily points out that Xiri had used Snowe and forced him to kill his friends, Xiri seems to genuinely regret it and immediately promises to help Snowe bring them back.
Chapter 19. Xiri, who had more or less welcomed Snowe with open arms and goes to being friendly towards him in a way he hasn't been since Snowe was a child. And then Snowe devours him.
Permanence
In the game Dream Astra was very sweet, but in Permanence seems to have lost it; she attempts to murder the real Astra so that Xiri will stop tormenting Snowe.
