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.
Sion in particular seems to be a magnet for this, given that he's also had minor subtext with Lucile (who even jokes at this to tease Ferris), and more than a little with Froaude (more so on Froaude's part, than anything). As of DDYD 14, Froaude's feelings have gone from subtext to just plain text.
What Do You Mean, It's for Kids?: Despite its supposed shonen demographic, it does nothing to hide the fact that it takes place in a Crapsack World, filled with matters such as rape/sexual abuse, pedophilia, prostitution, torture, genocide, etc.
The Woobie: Nearly everyone at some point or another, what with this being a Crapsack World. Aside from those already mentioned, Ryner in particular deserves many, many hugs. Eventually, he becomes an Iron Woobie.