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.
Moe: Shion, Shion, Shion. Especially after his hair turns white.
Moral Event Horizon: Episode 10, the guard Shion killed crossed it when he murdered one of his own men for failing to capture Nezumi and for getting taken as a hostage instead. Then was planning to kill Nezumi next.
Narm: Shion's mom screaming out his name at the end of episode 8 once she read his pretty-much-a-suicide note. It was supposed to be tragic, but she's the one who told him to save Safu, you would think she's expected that to be pretty much a suicidal mission.
Though this note was most likely for Nezumi himself so that is, as everything here, really up for debate.
Nightmare Fuel: Along with the other people, Shion and Nezumi were dumped like garbage into a pit in Episode 9. Shion vomits when he sees the literal MOUNTAINS of dead bodies.
Shion calling out in vain to his mother as the police car he's being held in passes by her.
Throughout episode 10, Shion begins to shed his Pollyanna status and become more hard-hearted, no longer crumbling at the deaths around him. Nezumi displays a veritable laundry list of heartbreaking expressions as he realizes this...ending in a full fledged breakdown when Shion coldly shoots a guard.
Episode 11. Just... just... episode 11.
The Woobie: Poor Shion was stripped of his status as an elite when he was a kid, just for helping another kid. When it looked like he'd pulled his life back together and was living happily, he wound up simply being in the wrong place at the wrong time and torn away from the people he loves.
Just what the hell did Yoming do to deserve dying an embarrassing death in the finale? All he wanted was justice and start an insurrection on the city that took his family away.
Yoming did not want justice. He wanted revenge and was perfectly willing to spread lies and sacrifice innocent people (both No. 6 citizens and his own followers) to get it. This, unfortunately, is not evident in the anime, but in the original novel his intent is very clear.