Tear Jerker / Fate/Zero Paradox

• There is one moment of sorrow during the conversation between Bluebeard and Zouken. As the Matou patriarch encourages Caster to go on a rampage to avenge Ryuunosuke and “free Jeanne,” the former knight asks his host what if Jeanne would not approve of his actions meant to free her soul from torment? Zouken suggests it may be necessary to take actions that his beloved Saint might not approve of, but it is mentioned that a tiny feeling deep within his being expresses pain when he says it. Zouken writes it off as something he ate not agreeing with him, but it's implied and the author confirms that it was meant to demonstrate that deep down inside himself, Zolgen Makiri still remembers Justeaze and is genuinely ashamed to imagine what she’d think of him now…
• Assassin X spends most of the story encouraging Saber and Kiritsugu to work as a team to trust and regard each other as comrades if not friends. Ultimately however Kiritsugu at the final stretch can not bring himself to trust Saber like he does Assassin X, which proves to be the downfall of Team Kiritsugu. What makes this worse is how close they come to succeeding.
  • At the end of the story, while Saber manages to look forward with hope from her memories of the Grail War, it's hinted that the failure has hurt Kakashi far more, with him avoiding his father Sakumo in the afterlife.
• Archer X's wish is not for power or immortality like Megatron or Zouken or some other grand ambition, she just wants a normal life. Throughout her entire existence, she has always been a weapon, not even a person. She also laments that for all her skill and abilities, when it counted the most, she always failed at the last step. Even her Archenemy Assassin X feels some sympathy for her, knowing exactly how it feels to fail people you care about.
• Lancer X and Tokiomi's deaths. Throughout the story, Lancer X has proven herself to be one of the kindest Servants present, serving as a Cool Big Sis figure for Rin and acting as Tokiomi's conscience, bringing out his better side, and the two of them save Sakura with the help of Kariya's team. Just after they save her, however, Kirei takes control of Tokiomi while killing him and forces him to use one Command Seal on Lancer X that causes her to attack Kariya's team and Sakura, then her last to commit suicide. Unlike Lancer or Berserker, she does not get any sort of closure or glorious last stand; her final moments are wondering why this has happened. What makes this even sadder is that Tokiomi, who has grown to view Lancer X as a friend, has resolved not to force her to commit suicide with Gilgamesh after the Grail War has ended like he originally planned.
  • To rub salt in the wound, Kirei later mentions to Rin that Lancer X only died a short while after her father did to make her believe that the latter failed her promise to protect her father without considering the situation.
• Inside the Grail Simulation, when Kiritusgu shows hesitance at making a wish, Angra Mainyu assumes it is due to Assassin X's interference & makes him go through the 300 vs 200 simulation like in canon. This time, among those he kills he sees his father, Natalia, Maiya, Assassin X, & Shirley. When he kills Assassin X who was protecting Shirley, he can only think back to every word & warning Assassin X ever gave him & takes a moment to position his body alongside Maiya's.
• During the Grail War, Aoi loses both her husband and her best friend who gave up his life to save her daughter, and while not brain damaged like in canon, she is still in a situation where she has to protect her daughters from the Magus Association.
• Maiya manages to survive the Grail War, but she fell in love with Assassin X only for him to die at the end, and in the months that follow, she learns her enemy Kirei survived & now needs to figure out a way to kill him while hiding this information from Kiritsugu.