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.
Bizarro Episode: Petty Pewter Gods, which erased several of the assumptions of the series up to that point, defined it as being in a Crossover Cosmology with Earth, and the myths thereof as well as the Cthulhu mythos, and had no affect whatsoever on the ongoing story arcs or Character Development.
Garrett mentions Cthulhu by name at the end of chapter six. "Et tu, Cthulhu?"
Possibly Translation Convention at work? He also mentions the Rapture in Gilded Latten Bones while pondering the end of the world, and Karenta's chief religion is only an Expy of Christianity, not the real thing.
In Faded Steel Heat, he quotes the First Commandmentnote Thou shalt have no other gods before me, although in a figurative rather than genuinely religious context, referring to Relway's rage on learning that one of his men was also an agent for a human-supremacist group.
Given that Petty Pewter Gods confirmed it's a Gods Need Prayer Badly Verse, it makes sense that every faith would have a similar commandment.
Cargo Ship: Garrett routinely (half) jokes that he's in love with Eleanor, who exists only as a haunted painting.
Iron Woobie: As details of his life surface through the books Garrett definitely becomes one of these. Cold Copper Tears is the start, where we learn that both Garrett's brother and father were killed in the war, and his mother died of a broken heart after she was mistakenly informed that Garrett had been killed too.
It gets worse in Wicked Bronze Ambition, when we learn that Garrett left out some woeful details when he told Maya about his mother. She actually had a debilitating stroke when she was told the last of her family had died, and lost her ability to say Garrett's name among other things. She'd called him "that man" for a while after he'd gotten back from the Cantard, before a second stroke deprived her of speech entirely and set the stage for her third and fatal one.
Max Weider is a beermeister who doesn't dare sample his own top-grade wares, because he loves it too much. He lost one son's leg, another son's mind, and a third son's life to the Cantard War. His daughter Kittyjo has clinical depression and his wife is dying a slow, bedridden death. And that's before Kittyjo, his wife, and the insane son all die on the same night, killed directly or indirectly by the Black Dragon Valsung shapeshifters. Amazingly, Max bounces back in later novels, rising above grief to find new interests and a new girlfriend to court.
The ratpeople seem like something of an Iron Woobierace, what with their lower-than-dirt status, lack of any legal rights or protection, and the claim that they used to be hunted for their fur. But they're still here, and between Singe and John Stretch, their prospects are slowly improving.
They Wasted a Perfectly Good Plot: Used and Lampshaded with the final appearance by Crask and Sadler, who are captured without a fight and expire off-page in Faded Steel Heat. Even Garrett himself is almost disappointed that it didn't end in the cataclysmic battle he'd been anticipating for years.