Les Yay: Pinkie Pie and Rainbow Dash, to the point that several characters actually tease Rainbow about it in Chapter 13.
Moral Event Horizon: The demons are a definition of Complete Monster from day one, but what really cements their evilness and sets the tone of the story is them making ponies kill people.
And Discord tries to put Cupcakes, Sweet Apple Massacre, and Rainbow Factory on TV. That monster!
Nightmare Fuel: In the Skyrim world, Harry sees Fluttershy, of all ponies, kill an old man by callously crushing his throat. And earlier, on Earth, it's implied that the temporarily DenarianRainbow Dash may have killed dozens of people when she sent a tornado whipping through Chicago.