Alan's true form being described as a bloated corpse that was covered in insects moving in and out of his body at all times.
Dolph's treatment of Aida is terrifying due to its similarity to real life Domestic Abuse and gaslighting. Nothing he does as a vampire is as terrifying as what goes on in the real world every day.
Intoxication
Malenkov's backstory about sleeping next to his mother's frozen corpse in Siberia before drowning his father in a horse trough.
Episode 8: The Best Drug
Dolph frenzying and diablerizing Genghis. His casual reaction afterward is what really cements it. There is absolutely no remorse.