Consider her state in Triptych after the failure of the ascension attempt. She is constantly cycling between the three major pony races, slowly changing from pegasus to unicorn to earth pony to pegasus — and so on through the cycle, endlessly. It seems to take several hours to complete a transformation, the next one starts immediately, she's dealing with the synesthesia from trying to interpret three kinds of ''feel'', the changes never end or even slow down — and the process is agonizing. She is in constant, relentless torment. And given that her talent and mark are for transformation, the result is forever tied to the deepest magic she possesses, beyond any help or cure. She is going to be like this for the rest of her life. Is it any wonder that she's considering suicide?
Just to pile it on: she also has Power Incontinence to a degree which could easily kill anypony who happens to scare or startle her. The mark itself disturbs (most) ponies all by itself, and that's before we get into what seeing her change would do — which will happen if she spends any real amount of time around other ponies: the shifting is slow, but constant. (Word Of Fanfic Author says she goes through about two full cycles in a day.) So being around anypony for more than a few minutes, even with her body completely covered, almost guarantees something getting registered as wrong. Hang around with others and risk potentially killing them: get lucky there for a while and be labeled as a freak.
Chapter 10 of Triptych has a particularly nightmarish case of The Reveal, describing Discord's experiences whilst petrified. The description of his constant struggle to survive in the stone, his ever-weakening efforts to hold back calcification, are bad enough... but then comes the part where he describes having his magic forcibly ripped away from him. It's described with a disturbingly rape-like atmosphere, but making things even worse is how it leaves him weaker and weaker, with Discord shrieking in his mind for his assailant to stop killing him. Discord's a grade-A Jerkass, but still...
According to Triptych, it turns out the Alicorn Amulet was made by the pony we'd least suspect: Starswirl the Bearded. It was created by ripping out the essence from dead and dying ponies and melding it all together to create an Amplifier Artifact. And the reason why it was made? Starswirl became incensed with jealousy over the fact that Celestia and Luna were turned into Alicorns by the Elements of Harmony and he wasn't. Making it worse? He used to be the Bearer of Magic in their group!
Oh, and it gets worse: something eventually happened to him, something so horrible that Celestia and Luna regret it to this day. The most commonly accepted fan-theory? Is that Celestia turned him intoSombra. Accidentally.
The details of the Snitcher and how it can be used to disrupt a pony from ever manifesting their mark in Triptych serves as this In-Universe. It's a device which measures a pony youth's deep magic, telling whoever put it on just how close that power is to the surface. When you do things which bring you closer to your mark, the magic rises, and doing enough will result in manifest and the True Surge. But if you know that magic is rising, you can move to interrupt and intercept. Keep that pony confused, and the mark may never appear. And as a nasty little side effect, anypony who hasn't manifested yet will have their racial magic suppressed simply through wearing a snitcher. Those with marks are immune, but the young won't be able to do anything — and Twilight winds up reading about a case where somepony deliberately fused a snitcher to a child's skin.
It actually gets worse: the snitcher itself is a case of Gone Horribly Right. Originally, it was created by a mother who simply wanted to assure her child that the mark was on the way. The suppression side effect wasn't intended, and other ponies quickly realized the device's potential for inflicting horror. As a result, the device is banned in Equestria: anypony owning one is looking at a minimum of ten years in prison, and that's if the judge feels like being lenient.note The original creator escaped jail time, as the courts realized the way it was used wasn't what she'd ever intended.
A bone-chilling case of The Reveal in chapter 28 of Triptych comes with this: Gentle Arrival is now well and truly aware of what his experiments have done to her... and he's already looking forward to trying them out again. That's right, he's seen the pain she's in, but he's already thinking of making more like her, because he's confident that the next one will work...
Chapter 40 of Triptych is a huge doozy. Pick your poison: the horrifically gory and terrifying spontaneous Death by Childbirth of Gentle Arrival's wife. The revelation that Gentle Arrival's first thought upon seeing his daughter was an Earth Pony was to "send her on". Or the fact that his daughter grew up to become Her because he would not stand for this, a process that involved forcing her to wear a snitcher, educating her about being "broken", and experimenting on every high-risk birth that Gentle Arrival ever midwived by using chaos pearls infused with the essence of dead ponies.
Followed by an even more terrible revelation in the very next chapter: Gentle Arrival's talent currently seems to give him universal exemption from the rule of differentiation. Which he uses to its full, terrifying potential in subduing one restless member of the conspiracy - by squeezing their heart with his telekinetic aura, leaving them writhing and screaming on the floor before he stops and casually mentions that he could have squeezed their heart - or their brain - a lot harder than that, if he wanted.
Chapter 42 doesn't skimp on the horror either. From the fact that Dr. Gentle still believes himself to have been right, so much so that he expects the Elements to help him, to his deliberately giving Pinkie a Breaking Speech to crush her spirit and prevent her using her party pony powers after he learns that she will not help him, to Clear Coordinator openly calling for the Elements to be killed to keep the Great Work secret, this chapter is a fitting culmination to the horrors of the previous two.
Perhaps the worst part of Chapter 42 might be the way that the members of the "Great Work" find their "faith" bolstered by everything they have seen and heard, proclaiming Her to be a miracle who will show them the way to "cure" all of the "broken" Earth Ponies. If there was a Faith Makes You Evil trope, this would be a prime example of it.
And the last sound, just before the newest secret door swung shut behind them, was the same as it had been all along, only with fresh excitement added. The official part of the gathering had ended, and it was allowing the attendees to speak with each other, serve as living amplifiers as they talked about the miracle they had seen. Not the miracle they had sponsored, worked towards, longed for — but a miracle all the same, something nopony had truly believed was possible, and now that one miracle had been achieved, so much else seemed as if it might be done...
It was the sound of excitement. It was self-delusion in perpetually cycling action, with ponies quickly moving from what they had witnessed to what they believed was possible, all the things they might see. It was refusal to acknowledge the possibility that so many kinds of failure could still come, for the miracle would protect their lives. It was dreams brought into the waking world, distorting reality until the truth could no longer be seen.
It was the song of faith being born.
Twilight had been forced to attend a conference, and was dragged away from a cult.
Chapter 53. When Discord finally confronts Gentle Arrival, he keeps getting angrier and angrier, losing more and more of his physical form until he's become a living storm of chaos, one that's pissed beyond measure and scaring even the alicorns. It takes Fluttershy's pleading for him to calm down.
And while we're on the subject, Celestia's cold rage when dealing with Gentle Arrival, and her apparent willingness to kill him if need be.
In Chapter 55, we finally get to see the fourteen words Cadance sent in response to Twilight's question about her ascension.
Cadance's fieldwriting was just barely recognizable. Jagged letters slashed their way across the surface, carved dark truth into the world. Fourteen words which told Twilight nothing even as they answered everything. Words that nopony like Gentle Arrival could ever be allowed to see.
they all died
they chose me to live and they all died
And then we have Joyous Release from A Mark Of Appeal. She has what appears to be a unique mark and talent for sex appeal — which is fully out of her control, and getting stronger every year. At the point she had reached when the story began, any sapient being in her presence will initially become infatuated with her. This will quickly turn to arousal, which will become stronger, possibly heading towards obsession... and what happens after that... Celestia believes those who are actively trying to resist will partially respond based on their personalities. Luna showers gifts, including trying to grant that of a new life. Celestia tries to protect Joyous from the chaos. Cadance may call out the wrong name, but she says it to her husband. But it's been suggested that before Joyous made her plea to Luna, at least one pony attempted rape. The talent affects the other intelligent species, so she can't retreat to one of the other nations, and full-time living in wild zones is begging for all kinds of death. But there's a chance that unless those in her presence are guarding themselves (and each other) at all times, without a single slip, any attempt she makes to find company is risking sexual assault... and the strength of her talent is continuing to increase, with no known way to 'cure' a mark.
It gets worse. The sisters are now faced with two possibilities: that Joyous' condition is either hereditary, given the state of her parents, and thus ultimately impossible to fix — or it's a contagious disease, which she and her parents all have — and the entire trio of ruling Princesses has been exposed.
And then it got worse than that, as the siblings are now making worst-case scenario plans for their own deaths. Which would mean Sun and Moon stop moving altogether — unless they look to the one entity who can still manipulate them and turn the world over to Discord. And they both see the mass insanity as preferable to letting control remain under their hooves if they become obsessed with their own talents to the point of creating two new kinds of Nightmare. So if all goes as wrong as it ever could — make madness into the caretaker of the world, hide the Elements (buying time for control to be established), followed by a mutual suicide — with each sister killing the other with a simultaneous triple-corona backlash.
Celestia's dream sequence in Chapter 4 of Mark of Appeal starts as a fairly normal erotic dream of her nuzzling against Joyous, trying to figure out how to work with and around the wings, and simply feeling happy. One scream later, it's turned into a nightmare of Celestia's own talent and mark going out of control, making her radiate heat to an extent where she burns everything she touches, degrades marble, melts stone, and sets ponies on fire — including the Bearers, who rush in to save her despite all warnings and perish when the Elements burn through them, with Twilight is said to die because the crown of Magic goes molten while still on her head. Celestia is left looking at a future where she rules over a sea of lifeless lava while wishing for some way to die...
Just the very concept of "falling into the mark". Discussed in Pinkie Pie vs. the Souffle, where Cranky notes that many ponies seem to just let their cutie mark dictate everything about their lives, its true nightmarish potential is shown in A Mark of Appeal and Orange Is the New Blue. A moderate case, like Davenport, produces a pony who is so clearly... off that Twilight Sparkle, herself no great example (or, typically, judge) of social skills, finds him too creepy to be around. As for more extreme cases...
What makes this already terrible twist on something that's supposed to be a cute and benevolent aspect of the setting even worse? As revealed in Triptych chapter 28, it's so very, very easy to do. It's a natural result of the pleasure a pony can feel when experimenting with their new magic after getting their mark, becoming so conditioned to the "do as the mark suggests; feel good for doing so" cycle that they stop letting the mark "guide" them and start letting it dictate. The lucky ones have friends or family who can keep them from getting too caught up with this, if they fail to stop the progression of "flank-brain" in time. The unlucky ones? Well...
Also, that self-same chapter confirms that if it hadn't been for meeting the other Bearers on that fateful Summer Sun's Celebration, Twilight would have fallen into the mark. To the deepest possible levels.
This becomes even more horrifying with the revelation that marks can verbally talk to their ponies if they ignore the mark for long enough, as seen in The Bounce Test, something that Flash describes as his mark trying to think for him. The implications of this for marks as a whole are deeply unsettling.
Celestia's thoughts in chapter 11 of A Mark Of Appeal, while trying to recover from the aftermath of uplinking to SUN.
(SUN's) voice was stronger now. Perhaps not as strong as it could have been: she didn't know if Discord's temporary seizure of control had done any real degree of new damage. But stronger than she'd ever heard it, so much closer to healed —
— and as Sun became stronger, it took more and more to pull her back.
Perhaps it would be strong enough to fully reach down one day. To yank.
The description of Discord's Reality Warper "introduction" to Fleur in Anchor Foal is enough to make one sympathize with Fleur for being scared out of her wits. Discord's few appearances in the Continuum (and this splinter) aren't played for laughs. He's a figure of horror to ponies, and that isn't going away any time soon. After all, it's not a joke unless it's on someone, or where's the comedy?
Sombra, who's been called the best character no one's ever seen. We only know him through what he did to the Empire, and the horrors linger long after their creator. He's meant to be an example of a successful dictator: he shut down all resistance, experimented on whoever he felt like experimenting on, culled whenever he felt culling was required, and ran the Empire as a cross between the Warsaw Ghetto and a concentration camp — all while holding off the Princesses as a solo operator who relied on nopony else. (He even took out his own secret police at the end, reasoning that ponies who would betray their neighbors might eventually do the same to him.) Nothing about him is ever played for laughs: he was good at what he did, and every glimpse of his reign, bloodstained creations, and tactics leads into extra nightmare fuel. There are reasons why the entire Empire effectively has PTSD, and too many crystals shiver when any shadow falls across their bodies.
Fittingly enough, Celestia's actual nightmare in The Night Before Nightmare, where an immediately post-transformation Luna freaks out over her horn and wings so badly that she mutilates herself in an attempt to get rid of them, including trying to yank off her (indestructible) horn to the point of repeatedly cutting her forelegs and doing her best to chew off her own wings, leaving her sitting in a massive pool of blood.