At the end of Kazuki and Axel's fight in Chapter 4, when the twins leave the human off with a warning that they wont take such an embarrassing loss lightly. This causes Axel to be further injured with his pride being hit and a huge spectacle follows with Axel vomiting blood as well as the twins crying out in horror before the three finally vanish.
Sherbet's visceral disgust whenever Axel tries to act suave.
In the same scene, Axel tries to poke fun at Sherbet as he joins the gang heading to the Underworld, but instead says something embarrassing about him and Kazuki. Sherbet gives him a smug smirk while Xiomara pats him on the back.
In Chapter 16 when Lita asks him about his lack of horns at the restaurant and he chokes on his food, the horror of dining with literal demons setting in.