Franziska's execution takes the cake for most chilling.
The events of Christmas dinner. After starving the class for three days prior, Monobear invites them all to Titty Typhoon for a celebratory meal in honor of his birthday. They're served a suspicious tempura and, once everyone has eaten at least a bit, Monobear shows a video of Hanamura's execution from Super Danganronpa 2. Cue the humans being disgusted and horrified and the aliens not seeing what the big deal is.
Adult Fear: The second motive involved videos of the characters' loved ones dead or in danger. Fujimoto naturally didn't respond well to this motive.
He later also had a minor breakdown when he received his wife's necklace as a regain from the monomono machine.
The fourth case also had an example of this. Elfangor was too late to save Tobias' life, so he avenged his death. The fact that Jay, Tobias' murderer, was later revealed to be an extremely damaged child himself did nothing to help.
Hallucinations: Of the visual, aural and tactile kind all happened during week 4 depending on what string of Monkey Fever a person got. They varied all the way from silly to heartbreaking to outright terrifying.
Adachi's in particular started out silly, albeit kind of unsettling, before nosediving into terrifying when the "monster" he kept seeing over his bed at night began to stalk him around. Made even worse to a reader standpoint when he hallucinated Sonico as Mayumi Yamano. If you know Persona 4 at all then you know that this is really not a good thing.
Elfangor's wasn't any fun either. Having the mild form of the "Speak no Evil" strain, he was struck with the tactile hallucination of a Yeerk slithering into his ear.
Fridge Horror: Some of Adachi and Sonico's early conversations have this in spades, especially since Word of God confirmed that Adachi had thought about killing her during the first motive but the way she comforted him thankfully started her down the path of becoming a Morality Pet for him instead.
The second victim was dragged into the fireplace and had her face burned off. It haunts the surviving characters for the rest of the game.
Unreality is brought up in this round when Pooh comes upon a complete replica of him that doesn't move or speak. When he passes out during the coma motive, Monobear switches him with the doll, and Pooh wakes up in an absolute panic. He has to be convinced that he isn't dead. Maybeck brings up the same thing at the trial that week.
"I fell into eternal sleep once and sometimes I don't know if I ever woke up."
This round introduces the Junk Monobears from Ultra Despair Girls into DRRP game canon in all their Body Horror glory.
The entire Hand Incident. Getting a human hand from the Monomono Machine: horrifying. Being almost certain (and correct) that it belongs to someone you know: worse. Then the hand disappears and, despite being in a Closed Circle and doing everything you can to search, you can't find it. Then, just as you're about to die, you learn that a well-liked member of your group ate it.
The condition of the Case 5 victim's body. The investigation log came with multiple warnings for excessive gore, dismemberment and implied cannibalism for a very good reason.
The Final Investigation shows that Monaka led her child followers into experiments that killed them all, from brain surgery to teleportation accidents, to get prepared for a murder game.
Also, the characters finding their own loved ones on Kill List cards for Monobear Kids, including tips on how to ambush or kill them. Especially the children on the list, like Maya's cousin and Ulysses' son; had Monaka actually distributed those cards, the kids might have ended up like her followers...