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.
Complete Monster: Alex Knöpfer. While some of the HCS members repent their actions or do it for money, he genuinely hates the nations and enjoys torturing them. When he finds them again after the HCS is disbanded, the first thing he does is find a way to get close enough to kill them all. He then melts the frozen nations, which does kill them via the many painful poisons in their bodies.
Fridge Brilliance: It might look strange how similar the world of the22nd Century is to the present. That is until you notice early on that the remaining Nations are still mourning what happened a century earlier (as much as they deny it) and seem to be have strained relationships with one another. Somehow this, as well as the HCS's activities would reflect how politics and society across the planet have stratified if not regressed to the point that no one could really move on.
Nightmare Fuel: The epilogue. There's a thunderstorm going on, the lights are out, and when Liechtenstein goes into the basement, there are a bunch of missing bodies and the floor is covered in water mixed with blood.
Seychelles going Laughing Mad, because the thought that her "captors" aren't going to horrifically experiment on her for once.
When the previously-thought dead nations return (France to England and Switzerland to Lichtenstein, among others).
Prussia getting his memories back and talking about how he spent his entire time imprisoned having no idea if Germany had been captured, or if he'd see his brother again.
The Woobie: All the nations who are found still alive in the second rescue attempt. The little we see from Seycehlles's point of view, she is completely broken and scared and was left with everyone else to starve to death. Meanwhile, Belgium has panic attacks and all of them have to come to terms with the fact that they all have at least one friend or relative who is dead.
Iron Woobie: All the nations are hurt by their loss, but focus on repairing the damage done.