Those with teraphobia (fear of monsters) will be caught off-guard from the many times a monster or pack of monsters hunt down the protagonists.
Picturing the demise of the unfortunate adventurers. They enter the labyrinth to fight against monsters that are an easy rank for them. But once they go into the lower levels, they will encounter even more bloodthirsty monsters such as minotaurs or goliaths, and they have to either Run or Die or face them head on. And it's too late to escape and no one's coming to save you deep in the labyrinth.
Kanu's rather well-deserved Karmic Death at the hands of Ottar's Minotaur is a lot more drawn out and detailed in the novel compared to the anime.
The Goliath. The writer dropped a Titan on the heroes, there is literally no other way to describe it: a towering, unstoppable humanoid from the deepest depths of the Uncanny Valley, with screams and roars that will stick with the viewer for hours and a Healing Factor that can shake off a barrage of attacks that could level a city block. We even get a lovely view of its jaw falling off and its skull after the aforementioned onslaught blew its face off, as the monstrosity gets right back up as if nothing happened.
Phryne in Volume 7, especially in the anime which holds nothing back. Not only is she utterly hideous, while she honestly believes she's the most beautiful woman, ever, but should she get her hands on a man she finds "tasty," she drags him off to a torture dungeon, pumps him full of aphrodisiacs, and then tortures him into a bloody, broken doll before she gets bored and throws him out, too traumatized to ever develop any kind of romantic attachment, ever again. Just the mere mention of the threat is so horrific Bell, of all people, is a crying, shaking mess, when Haruhime breaks him out, as Phryne is going to get some "medicine."
From volume 13: The Juggernaut. Sheer, unbridled, nightmare fuel.