What Vimes has been spending all his money on; half his pay, in fact, in the days when he was still on the edge of alcoholism. Stupid onion-chopping ninjas!
The fact he's basically on the edge of it again is as concerning for many long time readers as it is for the entire Night Watch.
That he was spending half his wage providing for the widows and children of dead Watchmen is bad enough, but the fact that Angua initially mistakes it for something rather more questionable makes it worse. Mainly because it's the first time Carrot seems even slightly cross with her.
The moment when Carrot brings Angua's body back to the Yard. He's heard that only silver really kills werewolves, but he doesn't know for sure, and he's very scared. And then he does the chores around the Yard. Because it's his turn to do them.
Which is simultaneously both a very "Carrot" thing to do, and (thanks to the narrative pointing out how unpredictably humans react to grief) one of the most humanizing things that almost-too-good-to-be-believed Carrot has ever done.
Any thoughts for poor Edward d'Eath? Intelligent and innovative but utterly trapped by his social class and pitiful finances... only to end up in a cycle of mad delusion that takes him even further downward. Right to his ignoble death at the hands of someone he thought he could trust.
Even though he later figures out the easy life is not for him, Gaspode's constant insistence to Angua that he has a family somewhere, complete with a bed by the fire and happy children, he just values his Independence, so he's almost never there and who wants all that fuss anyway? is deeply sad, especially for animal lovers.
On the subject of animal lovers: Big Fido's last words upon breaking the collar he wore and falling to his death? "Free!"
There's something sad about Vetinari coming to the realisation that his usual Reverse Psychology tactic, (which has always worked when he used it on Vimes in the past) might, in this particular set of circumstances, have pushed him too far.