The opening prologue of the book, describing the days of the unspeakable. A kingdom ruled by kind, good people has its royal family assassinated, the people of the forest are blamed and genocide breaks out, a monster of a king steals the throne, and the people suffer as Seranonna curses the entire kingdom, and Finnikin is forced to leave all that he knows behind.
Froi's parting with Quintana at the end of Froi of the Exiles.
Phaedra's father breaking down after the Monts tell him that she died of plague. Lucian's grief also counts.
Trevanion coming back to Beatriss and finding her with a child of her own.
Beatriss falling into a depression in the second book.
Isaboe and Finnikin's son is stillborn.
Quintana breaking down after Arjuro sings home the spirit of her sister, who had been living in her.
In the third book, the Provincari refuse to let Lirah live in the palace because she is part of the history they don't want to acknowledge. Keep in mind that Lirah was sold to the King and forced to be his whore as a teenager, had absolutely no say in the matter, and was imprisoned for ten years- and that by the end of the book, her biological son and the girl she'd always thought of as a daughter, and their son were living there.
The baby swap. Lirah gave birth to a boy, passed out and woke up with a girl instead, and didn't find out for over fifteen years what had happened to her son.
Quintana making shadow puppets on the wall to distract herself when she's raped.
Quintana being rescued by Froi and the others in Tariq's hiding spot... only to find that everyone's dead, including Tariq, the man she always thought she was going to marry.