Moral Event Horizon: How Gerridon became immortal in the Backstory. Jamethiel Dream-Weaver may have committed the actual soul-reaping, but it was Gerridon's idea and he was the one who benefited, so it counts as his crossing more so than hers.
Nightmare Fuel: The description of day-to-day life in Ganth's place of exile (mostly in the short stories) where the vegetables were animate and there was so little meat that one of the guards resorted to cutting off and eating his own toes. And the way Ganth's horse died and became a haunt—and wasn't all that different personality-wise? Perhaps the squickiest part was not so much the description of the things themselves, but the way Jame and Tori and all the others accepted them as a part of their "normal" life.
Situational Sexuality: In the Women's World. Whether or not sister-kinship would exist if the Kencyr Society didn't work so hard to separate and/or make enemies of the sexes is unknown to all but the author.
Squick: As much horror imagery as there is in the series, there is bound to be something that will squick you. (See Nightmare Fuel above.)
It is also possible that some might be squicked by the relative commonness and casual acceptance of incest, especially among the Highborn families not to mention the increasing hints that Twincest is in Jame and Tori's future. It's one thing when your villains are incestuous, but quite another when it seems predestined for your hero and heroine!
Suetiful All Along: Jame is, as even fans must admit, mightily close to Mary Sue, and the author has admitted that the character originated as her "dark alter ego". Jame herself honestly doesn't think she's all that special in most ways, and this is believably written, but it's obvious that to an unbiased observer she is beautiful, if a little unconventional, and her list of abilities and accomplishments is as long as your arm. If you run her through almost any online Mary Sue Test you care to name, she rates in the "Kill it, now!" level of Sue-dom. It's a testament to Hodgell's ability to write that she gets away with it.
However, unlike most Sues Jame actually has to work for the respect of others and is lucky if that respect comes along with affection of any sort. Also, Sueness can be justified due to the whole god in the making.