Twilight -and subsequently Spike- using obscenities native to Ulquiorra's world makes sense as it's explicitly stated that he's teaching them such words. But where did Luna learn to use such colorful language?
Chapter 15 gives us the first serious conflict of the story, featuring a fight between Ulquiorra and a dragon. The entire fight it set to Ichigo's theme Number One, which comes off as very jarring considering the protagonist of the fight is a villain from the Bleach universe. But then you stop and realize that the scene is described from the point of view of the mane six, and Ulquiorra actually saves them from the dragon's rage. Suddenly makes a great deal more sense because they're interpreting his actions as those of a hero!
If you assume Discord is stronger than Ulquiorra which is very likely, with Celestia and Luna being said to be stronger than him. That makes Ulquiorra the 4th strongest being in Equestria, following with his rank as the Espada, at least in base form.
Celestia, Luna, Discord, Ulquiorra and the Six Elements of Harmony all add up to ten, the same number as the Espada.
Upon first arriving in Equestria, Ulquiorra recognizes that the members of the dominant race he's interacting with are ponies, even though they don't really look like ponies. But then you stop and realize that Bleach is an anime series, and MLP is drawn in an animesque manner, with physical features exaggerated to the same degree as they would be in an anime. They don't look strange to him, because features like big eyes would be normal to him.
Twilight's profanity-laced rage against Celestia in chapter 28 seems like just the average venting break experienced by one who realizes their mentor/idol isn't perfect after all. But then you realize that the profanity being used isn't Equestrian, but is native to Ulquiorra's words. Just a few chapters back, she was fully prepared to go off on Ulquiorra for forcing her to assist in the changeling slaughter. Instead she's chosen to go off on Celestia, and is symbolically aligning with the Espada because she favors his methods instead of those used by Celestia.
Chapter 67 we see Doctor Thrush, the previous doctor in charge of watching Rainbow Dash. We find out from one of the orderlies that he had her strapped down and several other highly unethical things done for being uncooperative. That is Nightmare Fuel in of itself, but the Fridge Horror kicks in when you remember this is the bearer of the "Element of Loyalty", a savior, and very famous pony which leads to the questions of what does he do to those that aren't famous?
Made all the more terrifying by the author stating that Thrush and his actions are based on real world accounts. Stop and think about that for a minute.
Rainbow Dash in chapter 60 is asked to step forward after she confesses she tried to commit suicide her response is that she didn't want to be struck. The princess has always been kind to the Elements so she has no reason to assume this, but just before she is reminded of ". . .that time I broke mom's vase.", with that thought in her mind, it could be that her mother was physically abusive. However it keeps going in Chapter 67 Supplemental, she has a major freak out, so much she starts to bleed from the pressure put on her wounds when she finds out she has hallucingenic drugs in her system she has a few reasons, one being if that got out her wonderbolt oppertunity is shot dead. The other is, while a bit of a stretch, could be that her mother may have been a drug user.
In chapter 67 supplemental, the story suggests that the orderly Charley might be developmentally disabled, saying that he's a little slow in understanding everything. And he's got a little sister that he needs to take care of. This could be bad enough on its own, but the real Fridge Horror kicks in when you realize that Corners basically left him alone, by going against the hospital to help Celestia and the others.
Chapter 71 (and the story in general) gives us a pretty major case of Fridge Horror to contend with. Ulquiorra makes mention of an incident eight years prior to his death, being September 11th. But you don't get to realize the real horror aspect unless you've been paying attention to the fact that the author has been using dates from the year 2013 back when he started the story. That means Ulquiorra spent almost four whole years in the void before Discord found and rescued him. And if that wasn't bad enough, Ulquiorra was aware the entire time, but had no way of knowing how much time had passed.
Chapter 85 has a mighty scary example of Nightmare Fuel with Ulquiorra threatening a distraught Princess Celestia with use of a feeding tube through her nose if the doesn't consume the antidote necessary to cure her of the terror fog. Force feeding aside, this crosses over into Fridge Horror when you stop and realize that an equine's nasal passage leads directly into the lungs rather than the stomach! If Ulquiorra had followed up on his threat Celestia could've wound up drowning as a result.
As awesome as it is to read about Nightmare Moon getting the beating she so richly deserves for all of the ponies she tortured, it becomes much more horrifying when it's revealed she was using Twist as her physical host. But as bad as that is it actually gets worse. Way back in chapter 18 Luna confirmed that she could see and hear everything when Nightmare Moon was in control of her body, but unable to do anything about it. Meaning the poor foal was forced to watch on helplessly as so many were trying to kill her, and couldn't even scream for help because she had no control over her own body.