- The Hinkypunks seem innocuous enough, just a glowing sprite thing found in certain areas. And any foal that is bitten by them just starts glowing, while suffering from a fever that doesn't seem to go down... and the only cure is a miracle plant that is believed to be extinct due to over-harvesting because of the high demand for its use as an APHRODISIAC and alleged birth control properties, and because the plant just couldn't be tamed and grown by hand or hoof. We aren't told if any other foal bitten by a Hinkypunk survived without the cure in the past, and the current crop are fortunate that the cure was actually found.
- In Chapter 42, Cotton Mouth flat-out tells Mudpuppy and Sweetie Belle that Lord Malifec has been breeding hinkypunks and using them to lure ponies to Port Malfou for hundreds of years, all so he can keep his body functioning. The breeding process is too awful for Cotton Mouth to describe.
- The fact that it's even hinted that there are ponies foul enough to create things like the Kappa is bad enough on its own without going into the feeding habits of the turtle-like monsters. The fact that they consider creating a baby-eating monster an acceptable thing in order to create a powerful, loyal servant is even worse.
- So there is a baby boom among the citizens of the Neigh Orleans bayou area. So it's natural for the expectant parents to fear for their baby's health and development. And then along comes this smooth talking stallion peddling this amazing medicine that will not just ensure the baby comes out healthy, but be better than if they were left to develop naturally. Many pregnant mares start taking this medicine, and start feeling some odd symptoms due to it, but are assured that it's perfectly natural...And then the first baby is a malformed stillbirth and it goes downhill from there up until there are only two survivors, while the others either died in the womb or didn't live long enough after being born due to their deformities. And the Snake Oil Salesman responsible for it got away with the bits they paid for his poison and was NEVER CAUGHT, and might possibly be doing the same thing elsewhere.
- Then the creep returns and kidnaps the survivor who ascended in the womb, along with Sweetie Belle. What the medicine did when he used it on himself is pretty horrific as well.
- It gets worse. Cotton Mouth was enslaved by the true evil, a lich necromancer who destroyed an entire city and now has an entire army of zombies.
- Malfunziona. A Draconequus that causes breakdowns in mechanisms. Until famed Neightalian inventor Bold Lion (pony counterpart to Leonardo da Vinci) managed to seal him, he singlehandedly kept Equestria in a Medieval Stasis for five hundred years without Celestia noticing... And that was with his power limited by the few and thinly spread primitive mechanisms available for him to break. According to Discord, him getting loose in the middle of Baltimare's Technology Expo and all the inventions there meant that he would need only a few hours to become more powerful than Discord at his peak. Even Discord is horrified by the idea, and gets an Oh, Crap! reaction upon learning that Malfunziona is loose. Bear in mind that despite the disparate tech levels in he country, the hospitals have been shown to be about the same as real life modern day hospitals, which means the ponies likely have similar life support equipment as well. As big a jerk as Discord was at the height of his power, he never harmed anyone physically or killed them. Malfunziona is very wiling to leave an actual death toll with his actions, just to get away with his mayhem.
- The second arc in Neigh Orleans ups the horror from the previous. Consider it from the perspective of Sweetie Bell or Mudpuppy. You're enjoying a parade with your new friend when kappas and zombies come out of nowhere and kidnap you. They bring you to the lair of a Mad Scientist in a state of perfect helplessness. Then the mad scientist's master, a skeletal, rotting, lich shows up and says that he plans to melt you into goo so that he can regain the strength necessary to inflict his evil on a wider scale. The narration says that Sweetie faints just to get away from it. Then it gets worse. After escaping, you have to fortify a hillock and hope that your big sister finds you before the zombies breach your defenses. This is an endless horde of rotting corpses inexorably moving closer to you despite your best efforts to keep them away. It is several hours of fear, desperation, and carnage. Full grown adults would find them horrifying and they are fillies.
- Pegasus cloud cities were already death traps for anyone who can't fly but their Proud Warrior Race past adds another wrinkle to the horror. Historically it was common to kill off "inferior individuals" (read: poor fliers and the disabled) by "accidentally" shoving them off the edge of the city to fall to their deaths. And current Pegasi are no better since they refuse to install guardrails or edge patrols and since this is a part of their cultural identity, if foals like Fluttershy or Scootaloo are still falling and splatting on the ground...oops?
- The Mayor of Windy City is willing to arrest Nobody's Fools on a hint that they might be involved with the Crownbreakers. Are the laws about arresting/detaining suspects in Equestria written so mayors can just say "I think you did it; life in prison!" if they wanted to? (Though it doesn't help when said mayor's cousin is the judge signing off on said arrest.) Fortunately, the charges are quickly thrown out when there's no evidence to support them, and the mayor is publicly humiliated.
- The cloud-solvent bombs planted and set off at the stadium are terrifying enough since a vast portion of the crowd at the stadium are flightless but things get more horrifying when the broken-apart clouds create a supercell in the middle of the chaos. Dash herself is terrified. Now recall that weather in Equestria is carefully managed. Rainstorms are scheduled, stray clouds are wrangled and dispersed, and save for the occasional thunderstorm to make up for dry periods, the weather is kept as calm as possible. For most citizens of Equestria, this is likely the first supercell that they have ever encountered. They are completely unprepared for a type of storm known to wipe whole towns off the map. (Comparable to the event at Chernobyl?) All of this happened just because a group of deranged radicals wanted to humiliate Rainbow Dash and send a statement against the royalty and the new Princesses. And on top of THAT, said radicals are also implied to be patsies to someone else that hasn't been shown yet.
- Whatever Pinkie planned to do to Fussbudget for giving Mach a papier-mâché cake for his birthday ten years ago. While otherwise funny, the fact that the normally apathetic Mach actually worries about his uncle is indicator enough that whatever she's planning, it's not going to be a pleasant experience for Fussbudget. There's also a heavy dose of Fridge Horror: Pinkie's Reality Warper powers means that Mayor Fussbudget is basically screwed no matter what he does. Not to mention that Pinkie Pie has up to this point never hurt anypony....
- She ends up forcing Fussbudget to eat a large papier-mâché cake. It won't kill him, but he'll be suffering from severe digestive problems for a while.
Nightmare Fuel / The Great Alicorn Hunt