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.
Demonic Spiders: The Darscssen Knights (haha) from Calamity Raven. They are immune to rifle and machine gun fire, and they have ridiculously high shield block ratio. Their machine guns can rip apart tanks, let alone infantries. They regenerate HP like no other. And you can't shove them aside with your tank. The V2 units from VC 2 might as well wear cardboard armors and carry airsoft guns, compared to them.
Kurt and Gusurg. The former goes a very long way toward bringing the latter back to his arm... err, to Gallia's arm. Even though the latter is a totally Smug Snake. It doesn't work, and Gusurg dies as traitor.
"If you have no reason to live, then live for me!"
A scene in Chapter 13 is worth noting: when Kurt tells Valery that he isn't interested in the Festival of Spirits, Valery tells him to keep such thought to himself instead of letting other girls now. When Kurt asks the reason, Valery answers by pointing at Serge, who looks downed and proceeds to awkwardly leaving the scene.
Arguably, Giulio and Felix. They suspiciously often appear together (although admittedly, also accompanied by Serge) and interact with each other a lot, and there is also this scene◊ from Felix's Fragment mission.
In Carisa's Fragment in the Extra Edition, Clarissa suddenly brought up Felix's name after Giulio praised Carisa and her alleged Hot Bloodedness, to which Gisele proceeded to associate the whole Hot-Blooded thing with body heat. Taken out of context, the ladies look like they were being Shipper on Deck for those two.
That One Boss: Echidna, everytime. It spawns the aforementioned Darcssen Knights en masse, and the unique power of its BFG blast the battlefield in a straight line. Also, Lydia's command can revive the Darcssen Knights to full health.
When you fight Echidna for the first time in Mellvere. You have to capture 3 points on a wide, coverless city square and 2 of them are guarded by Darcssen Knights. At this point, you don't have sniper rifles yet and your tank is most likely mediocre, making for a very frustrating experience. Oh, and the required party member Avan is useless.
Any time you must face Gallian Army, since their weaponry can massacre your units very quickly if you're not careful, and their tanks and lancers are capable of ransacking the Nameless Tank in 2-3 shots even if you're using armored heavy tank, let alone your normal units. This gets worse in Chapter 17 since three of the missions involve escorting an APC while under their fire and you must finish the battles within 6 turns. On the better side, though, their tanks' defense is weaker than the Imperial or CR tanks, so as long as they are taken care of, your units should be relatively safe.