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.
Incubion and Oneiron in Season 2, for a single episode.
Out of Order: The show is mainly made of self-contained episodes that can be watched in any order... except that Season 1 places a random episode at the end, right after the two-parter episode that was blantantly made to be the season finale, since it shows the Supreme Luminescent coming back on Gorm and ends on a cliffhanger with Obscurio's Evil Laugh coming out of a portal in Magmion's lair.