The Adult Fear present in this series is pretty damn scary. Realizing that your parents are highly dangerous crooks who give absolutely no shits about you and are going to exploit the hell out of out you simply for their own gain is hard to take. Then becoming runaways and having no idea how to survive on your own (even with having jobs, it'd still be hard to make ends meet since people aren't looking for teens to have full-time jobs, excepting of course some...shadier jobs).
Gert's death in Issue 18 of Volume 2.
Old Lace's sudden cruel death in the "Homeschooling" arc, and Chase's subsequent Heroic BSOD where he's doubled over on the floor.
"Gert. I'm sorry I'm sorry I'm sorry. Come back. Please come back."
The series had a hell of a Downer Ending: Chase is critically wounded, Old Lace is dead, and Nico has decided to flip off the only person with any interest in helping them. Klara points out how dire their situation is, and all Nico can do is offer halfhearted platitudes about how things will get better; the next page shows Klara curled up in a little ball of misery, suggesting that such platitudes did not work, and the very last page shows Chase on life support...