Fridge Horror: Throughout Perdido Street Station, there are snippets of reports of an eye-snatching serial killer dumping eyeless victims all over the city. Benjamin Flex gets snatched by New Crobuzon's militia, tortured for information, and is later found, dead and eyeless, in the river. A few chapters later, Mayor Rudgutter mentions that his eyes are failing. He'll have to get another pair...
The slake-moths apparently do have a place in the ecosystem they came from, where food is sufficient to sustain their population. Slake-moths can only feed on creatures with a human-like consciousness. So logically, whatever living hell of a habitat they came from, there must be lots of sentient beings living there, who think and feel much like we do, who have to endure slake-moths' depredations every day of their lives...
Ho Yay The two men in the adventuring party hired by Isaac
... It gets far worse. Even though he saved Isaac's lover and helped destroy the slake moths, when Isaac realizes his crime, he abandons poor Yag. He's so broken by Isaac's betrayal that he ends up mutilating his avian body out of shame, tearing out all his feathers, and commits to living in New Crobuzon for the remainder of his life as a man.
Moral Event Horizon: Kidnapping an elderly terminal patient and using him as bait to attract the slake-moths is an In-Universe MEH for Derkhan and Isaac. Derkhan comes up with several ways to justify the act, but rejects all of them because she knows there is nothing that can truly excuse what they're doing.
Dear God, anytime they mention Remaking. Especially the woman who has her baby's arms grafted to her face. Spoiler Not Safe for Sanity.
Tear Jerker: Lin's state by the end. Her human body is half-emaciated, bruised, and broken while her head beetle has had its eye crushed, legs broken, and wings ripped off, with which she used to show her trust to Isaac in the beginning of the novel. Even then, she is still happy to see Isaac after he had forsaken her. Also, Yagharek by the end.