This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / The Legend of the Legendary Heroes
Fiole's death. The sheer suddenness and cruelty of it makes it especially painful to see Sion's reaction to it, knowing just how much he must blame himself for it. The fact that, as revealed in the novels, he was actually entirely at peace with it due to his faith in Sion either makes it better or worse, depending on how you look at it.
Ryner's "The Reason You Suck" Speech to Tiir and the God's Eyes bearers, as he expresses his wish for Cursed Eye bearers to coexist with humans and how it's okay for them to live out in the open, rather than run away and hide like how the God's Eyes bearers have been doing. It's also a major sign of Ryner's development, considering he used to be just like them before, minus the hatred towards humans.
Ryner and Tiir's conversation after Tiir tries to kill Lieral, where Ryner tries to convince him to believe in humans. While nothing actually happens, the extent of Tiir's bitterness and his unwillingness to believe in humans after allthey've done is rather depressing.
The end of Episode 11. Between what Arua had to go through and how utterly furious Ryner is at it all, that entire event cements the general human populace's status as douches.
Ryner: If there is a God, I dare you to answer me! Why did you make someone like me? To toy with me for your amusement, then deliver divine punishment? What a load of crap. I'm not... We're not your toys! We're alive too, you know. It's not like we wanted to be born as these devils... as monsters. It's not like... It's not like... It's not like we wanted these eyes, either! Or maybe it is our fault? If there really is a God in this land... please, I beg of you, tell me.
Lafra's speech to Ryner, as he talks about how kind and sad Ryner is and asks him to bring salvation to all of the Cursed Eye bearers—or rather, "the sad bearers of the Eyes of God, who have lost faith in humans".
Pueka and Lafra's deaths, as well as those of the children. Considering Lafra's speech to Ryner just before and the fact that Tiir had earlier expressed his heartfelt wish to protect them all and prevent another slaughter from happening, it's hard to blame either for being utterly furious.
When Sion tries to kill Ryner, as it's obvious that he really, really doesn't want to, but believes he has no other choice, as the alternative option would be to devour Ryner—A Fate Worse Than Death for Ryner.
Similarly, the stories of some of the past Sion and Ryners are rather heartbreaking, considering that everything ended in misery and despair for them.
What Lieral and Iruna were willing to do to save Ryner, especially since for Lieral, it meant choosing between his wife and his son, both of whom meant the world to him. It's especially poignant when Iruna dies for real, as Lieral feels her existence disappear and laments how she really was too good for him.
When Ryner's plan to save Toale goes awry and the Nelphan people are being slaughtered. Between the Hope Spot for Toale, Ryner's shock at how this is what Sion is using the Rule Fragments for—which also serves to show just how far Sion is willing to go now—and his despair at not having any idea what to do, it can be painful to read.
Froaude nearly killing Iris and Ferris, considering how Ferris loses itover Iris and begs for Froaude to stop, with Froaude twisting the knife even deeper by revealing that he works for Sion.
When Ryner leaves with Tiir partly thanks to Lucile's 'warning' to him and partly due to the revelation that Sion gave Luke orders to kill him if necessary, ignoring Sion's pleads to not go and brushing off Ferris's hand when she tries to stop him. Ferris and Sion's interactions afterwards only add salt to the wound.
The scene of Lieral's death/Ene's death and revival and the aftermath is full of these.
Tiir breaks down crying and ranting about how the Cursed Eye bearers seem to only exist to die, with this being the last straw after having lost so many friends already.
Lieral pulling a Heroic Sacrifice and reassuring Ryner that it's all right and that he'll understand one day when he has children of his own. Ryner, in turn, begs for him not to go through with it, but after realizing that he can't change Lieral's mind, tells him that he's glad to have been his son.
When Ene is brought back to life, all she has to say when Tiir hugs her in relief is to ask who he is.
When Ferris starts to realize just how much Lucile is hiding from her, she asks him to trust her and not carry everything by himself—after all, they're family. He refuses to even look at her.