These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Ho Yay: Frey comes to live in Kyo's house; once, they start arguing about Kyo taking too long in the shower while Frey is waiting outside (wearing just a towel) and somehow they accidentally kiss when Kyo finally comes out. Kyo is horrified; Frey is... not. After that he keeps threatening to kiss Kyo again (and a few times actually doing it), apparently just to annoy him. Canonically they're competing for Alice's affection, yet Frey's behavior gives the impression he wouldn't mind resolving the Love Triangle by a ménage à trois.
Nightmare Fuel: Quite a lot of the Maram demons, particularly the one that looks like a younger version of Alice... atfirst.
Mayura attacks Alice in the bathtub at one point. It sounds narmy, but it's terrifying, as she stops time and shatters the shower pane to slice at Alice with glass shards.
Paranoia Fuel: Mayura kidnaps Alice's dad and poisons her mom, intending to leave her fully alone. Made even worse because they're her parents too.