Les Yay: There is a lot of evidence of Les Yay between Red and November. Red is very protective of her (to the point of violence) and let's not forget the understated flowers and touching.
It's not like November's not fond of Red herself. The first time she ever puts herself willingly and knowingly into danger is to attempt to rescue Red from the Witch. She also completely catatonic when she thinks Red is dead and seems delighted when Red returns.
Nightmare Fuel: The dark twist put in the old "Hansel and Gretel" fairy tale, and the old witch's true form, and Red brutally beating her before throwing her in the oven.
Tear Jerker: Clare's father made a Deal with the Devil for lots of money. The Devil demanded that first he cut her hands off, and then that he should give Clare to him. Clare's narration states that while her parents were incredibly upset, they never tried to return the money.