The gruesome and sadistic way Shen uses to execute Haun. If the mongoose had been allowed to live, he would have been left with permanent injuries. Instead, he's left alone in the dungeons to bleed dry.
The narration acknowledges that this moment serves to mark Shen on his future path.
The massacre of pandas is shown in more detail than in the movie. That includes Shen himself killing Po's mother.
The death of Master Thundering Rhino by Shen's cannon, especially because it wasn't shown in the movie.
Jade almost causes the fireworks factory to explode by releasing barrels of black powder toward fire pits. While Shen prevents the accident from happening, he gets black powder in his lungs, causing him severe coughing fits and forcing him to stay bedridden for two days.
Lianne is accidentally pushed over the scaffolding, and a metal grate traps her onto the conveyor belt that leads to the smelter. She's saved only by Shen using his rope-dart to pull the grate enough for her to free herself, after which she uses the last three seconds to gain purchase from the smelter's smokes and fly to safety.
Shen's Nightmare Sequence in the epilogue: his wife is running for her life while carrying their infant son through the burning panda village and the snowy forest, with Shen's former wolf soldiers hot on their trail. After they're caught, the past version of Shen himself coldly murders Lianne, with the entire sequence happening exactly like with the death of Po's mother. Shen watches all of this in horror, unable to help Lianne and Zian anyhow in his crippled state. The dream ends with the dream version of Shen ordering his wolves to kill Zian.
Haunted by the above-mentioned Nightmare Sequence, Shen tries to train with his crippled body prematurely. He falls during a failed effort to suspend himself in flight and is unable to land without falling over. When he's being carried over to the bed and he still attempts to fight back, he passes out when an audible crunch comes from his bones. While he survives, this entire effort pays him several percents in regaining his former physical prowess.
While the story itself doesn't have any bowel clenching moments, being a romantic drama, the nature of the accident that caused Paige's head injury is particularly scary. Imagine, just sitting stopped at a red light and then BAM!!! a truck behind you tries to brake, loses all traction and pulverizes your car. And there wasn't anything you could have done to stop it.
Head injuries and brain damage is actually a lot more horrific than what Paige suffered. In here, soap opera amnesia is all she gets, and suffers no major changes in behavior, motor skills etc. An actual brain damaged person would have recurring migraines, dizzy spells, blackouts, would have sections missing from all of their memories, may have even lost some motor neural skills, get mood swings, even have suicidal thoughts.