Captain Scarlet's main antagonist is the Mysteron agent Captain Black, known for his deep bassy voice. But the thing is, Captain Black used to be on Captain Scarlet's side, until the Mysterons got him... he had his entire personality stripped and his mind destroyed so he could become a voice for the aliens. Fridge Horror? Definitely. Or worse: maybe they didn't destroy his mind, and he's seeing and hearing everything they make him do.
It is outright stated that Captain Scarlet still feels pain; go back and see how often he dies (about once an episode), then count how many of those are slow or unpleasant deaths. Brr...
All evidence seems to point towards the original human Captain Scarlet being swiftly forgotten (or at least rarely ever brought up again) and his life acquired/stolen by his duplicate without any complaints at all. Was he ever given a medal for dying in the line of duty? A funeral with honors? Do any of his Spectrum friends actually ever visit his grave seeing as they have another Captain Scarlet working alongside them every day? Does he even have a grave given how badly his body was immolated by that crash and as such did anyone ever bother to put some flowers by the side of that road in respect? So many disturbing implications and so few answers.
The mission that Captain Black was commanding in the first episode was called "Zero-X". This was the name of the ship in Thunderbirds Are Go, which effectively ties the two series together (tie-in material would further tie them together by naming Lady Penelope as Rhapsody Angel's mentor, and goes a step further by bringing Stingray into the fold). The horror is that International Rescue has never been seen responding to Mysteron-caused disasters. While the most logical explanation is that Gerry Anderson wanted to keep the two series separate, it could be that the Mysterons set Captain Black on the Tracys, and chose not to recreate them, instead content to ensure International Rescue couldn't aid SPECTRUM. And let's not get to the theory that it was the Mysterons who ultimately defeated Zelda.
Of course, a simpler explanation is that Spectrum takes priority on every Mysteron-positive threat, and have thus established an agreement with International Rescue that the Traceys can focus on 'conventional' disasters while Spectrum deal with the alien invasion.
Or, IR does go to scenes of Mysteron-caused disasters, but since they're focused on saving the living, they're not going to go into recovery mode until much later. We do have instances where a person's body is discovered later and Spectrum is informed of it after the same person is seen moving about long after the disaster that killed the original. The source of those report could be IR finally taking tally and identifying the dead.
It's easy to feel cheated by the All Just a Dream ending of "Attack on Cloudbase"... until you realise that the whole episode makes far more sense as Symphonys nightmare, showing all her worst fears. Think about what happens: Captain Blue admits his love for her, only to die when Cloudbase goes down. Rhapsody, one of Symphony's closest friends, dies a horrible, violent death, and then Scarlet — Earth's biggest hope against the Mysterons — is Killed Off for Real. Throw in all the surreal elements, such as the glowy Mysteron flying saucers, White telling Scarlet to get his hair cut, Captain Black as Doctor Fawn's assistant, Magenta's seeming inability to count... the whole thing plays out like a mad dream of someone who's really feeling the stress of the War of Nerves.
It is implied that it was the mortal injury combined with Scarlet's cast iron force of will that brought him back to our side. It is possible that Scarlet isn't unique in this certainly, but not likely to be a common occurrence. This very easily crosses into Fridge Horror territory as how many of the mysteron duplicates that Spectrum killed over the years had the potential to be captured and rehabilitated but were not given the chance?