Big Lipped Alligator Moment: The Ancient Scotch sidequest. It starts with drinking a random bottle of scotch in the treasury, devolves into issues of Demonic Possession and Cosmic Horror Story in a game that otherwise tends not to touch such material in even its darkest moments, then ends abruptly without any explanation. And unlike nearly everything else in the game it never comes up again... outside of a brief discussion and sort-of explanation in the Final Ending.
Evil Is Sexy: Carmina's noted to be extremely attractive, and naked.
Also subverted. She's been trapped in her cell with minimal food for a long period of time. Her sexiness is purely an illusion to satisfy her own vanity.