When Twilight fights the Cures in Episode 18, she straight up burned them with her flames. While it is already disturbing on its own, what tops this scene is that blue flames are much hotter than normal red ones. It doesn't help that when Cure Mermaid gets attacked, her scream sounds like she is dying.
Towa's backstory, if you think about it again. Doubles as a Tear Jerker as well.
Imagine a situation where you are alone, longing for your dream to come true, then approached and offered help by someone you don't even know. Keep in mind that you're still at your innocent age where you could trust anyone who offers you help. Then, you enter the dark forest where the person originated from, and then had your memories about your family and kingdom erased.
Even worse is that you're the symbol of hope for your citizens, which is why they fall into despair when you disappeared without a trace. What tops that is that your disappearance is the main reason of the kingdom's fall, thus making you indirectly responsible for the fall of your own kingdom, and trapping your own parents and people in despair.
What Towa felt after being purified don't make all of her predicament detailed above better either. And keep in mind that the brainwashing goes on around near a decade, which took basically more than a half of her childhood. Which makes all the guilt and stress she felt all more understandable.
Close's new look when he returns in Episode 31, turning an already-scary design even more nightmarish with red eyes and a more menacing Slasher Smile.
The drawing of Haruka, as a Devil trying to take Minami (depicted as an angel) away (It Makes Sense in Context). Never before has a heroine been portrayed so horrendously.
What happens when the normally bubbly and plucky Cure Flora/Haruka gets Dull Eyes of Unhappiness that come with her shocked reaction in Episode 38 right after Kanata tells her to stop chasing her dreams. She just looks so...lifeless.
Shut's One-Winged Angel form, and the transitions that lead up to it. He first starts to develop more feline characteristics like a tail, slit eyes, long claws, a larger mouth with larger fangs and more animalistic behavior. And then he goes full One-Winged Angel into a giant cat that is definitely not a Cute Kitten. It also doesn't help that his angry meowing (or... whatever...) sounds like he's in constant pain.
Reportedly, the sheer intensity of the violence in this season’s fight scenes were nightmare fuel for the target audience, which was a factor in its lower viewership ratings.