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.
Nightmare Fuel - The The Gladiators from Capua provides a remarkably accurate description of the executions and contests in the Flavian Amphitheater, to include children being killed by wild animals. Perhaps not too bad for adults that have been jaded by watching things like Gladiator, but for little kids it could be a bit much.
Toy Ship: Lupus and Clio, who become extremely close during The Secrets of Vesuvius.
What Could Have Been: There were originally going to be eighteen books in the series, but Caroline Lawrence had to cut the mystery that was to take place in Roman Britain because there was no room on her carefully plotted time-line for the four protagonists to travel there and back again between the historical events that she wanted them to be involved with.