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.
Big Lipped Alligator Moment: Nearly every interaction someone has with Amalfitano is treated like this in-universe. Even the guys who were probably planning to kill his daughter have to pause and try to make sense of what he's saying.
Nightmare Fuel: Everything about the Santa Teresa murders. The mutilated bodies are described in detail, and the implied large-scale corruption and cover-ups are terrifying. Some characters start having nightmares once they enter the city.
The few remaining survivors of Entrescu's unit describe Dracula's castle as this. When they tried to better fortify the place with trenches, they kept finding skeletons everywhere.
Paranoia Fuel: The Parts about Amalfitano, Fate, and The Murders run completely on this. Hundreds of women are being brutally murdered, the killer could be anyone, and the police and mayor's office are likely in on it.
The Woobie: Amalfitano. The guy loses his wife, most of his sanity, and nearly loses his daughter.
Ivanov, the Russian science fiction author who never got the acclaim he sought, was betrayed by the Communist party, and eventually executed.
Ansky, a promising Jewish intellectual and source of Ivanov's newfound inspiration gets caught up in the Great Purge and has to go on the run. He makes it all the way back and hides in his childhood home, but is eventually found and killed.
Lotte grew up during World War II, spent years wondering when her brother was going to return, outlived her husband, and is on the verge of losing her estranged son.