Moral Event Horizon: Obscurio crossed this when he had Oneiron and Incubion drain Magmion - his most unconditionally loyal servant - of his power and abandoned him.
Nightmare Fuel: What the Winds of Darkness can do to you is... quite unsettling: the victim's eyes go blank and their pupils are substituted with live flames, which obstruct their vision more and more, until their eyes are simply glowing embers. It's... disquieting to see.
One-Scene Wonder: The Flaming Angel in Season 1. One of the characters featured in the blindbag line related to the show... and he appears in a single episode, for a split second.