Butt Monkey: It's expected with Lancer, but in the Hanafuda minigames, it's pushed to the extreme, with Lancer being pushed around and berated by Gilgamesh and Kirei, pummeled by Berserker, getting called a moron by HIMSELF, and having all his hard earned money stolen by Caren to pay for their hot springs trip. When Kotomine's team is doing poorly in a game, the blame immediately goes to Lancer, and Kirei says it's "seppuku time." When Lancer gets flattenned by Berserker, Gilgamesh say that Lancer's kind is "the lowest of the low, basic human rights need not apply to him", and admits that the only thing he needs Lancer for is holding his cards while they play- and that' not even in a route that directly involves Kotomine's team, Lancer can't escape abuse even in other people's routes!
Harsher in Hindsight: Caren's line "Stop? Or what, you'll violently rape me? That's a bit out of character for you, isn't it Shirou?" Later on, Shirou -actually Angra Mainyu possessing/disguised as him- violently rapes Caren.
"Not If They Enjoyed It" Rationalization: Avenger rapes Caren, but this is not addressed much by either party, and they both seem to come out better people for it. Caren 'begins to consent' halfway through, and doesn't seem particularly upset about the encounter afterward. They even have a romantic and touching moment later on...
Both the backstory of Princess Medea, the Witch of Betrayal (aka. Caster) and the recounting of one possible route of the Holy Grail War (not one of the potential canon ones from the game) where Gilgamesh attacks the temple, mortally wounds Kuzuki, and leaves Caster to grieve over his dying form.
They Wasted a Perfectly Good Plot: You might expect that now the Holy Grail War is over (and almost all the characters are inexplicably still alive) they'd take the time to explore Archer's backstory, particularly what he went through to turn him from the idealistic Emiya Shirou to the cynical Archer, as well as how he's dealing with being back in his own past, seeing people he knew from his youth again. You might expect this. But apart from a single scene where Those Three Girls mention that Archer seems strangely familiar for some reason, you'd be completely wrong and Shirou and Archer just continue with their usual offhandedly antagonistic relationship.