IIRC, pretty much the second scene marking Juans return from Spain shows him at the toilet attempting to urinate and having a good deal of difficulty with it (we soon after learn hes contracted syphilis). But the bathroom (or whatever the appropriate term for it might be) seemed awfully shabby to me; it was small, dark, the wallpaper looked frayed and it generally begged the question of why a son of the Pope was given such half-assed luxuries. Then it occurred to me - this is taking place roughly sometime near the end of the 15th century. While his lavatory may look like shit to a modern audience, the fact he has one at all as opposed to being forced to use an outhouse or something else equally common and squalid says enough about his status itself. In addition, hes also been away for an undetermined length of time and who knows if anyones been made to keep the place tidy or what their own idea of tidy is.
Then there's Cesare's last words to him: "We are Borgias...we never forgive." Just earlier, Juan had already said that he'd forgiven Cesare of his 'insult.' When you take into account Juan's deep-seated insecurities about his parentage, that line could very well be Cesare sticking the knife in metaphorically as well as physically.
Giovanni Sforza repeatedly rapes & abuses Lucrezia. This ( because of the Truth in Television of that time) would be frightening enough but, (if actual history is to be respected) it gets worse Giovanna had already married Maddalena Gonzaga, who was 17 at the time, before she died and he married Lucrezia. Then, after the annulment of his and Lucrezia's marriage, he (in about 1504) he married Ginevra Tiepolo. This troper knows that the Real Giovanni Sforza was probably not as much as a monster as in the show, but still, in the show-verse, Fridge-Horror