Monomi's "execution". Sure, she comes back to life in the next chapter, but hearing Usami's cheerful, energizing theme gradually fade into Monokuma's standard execution theme as she gets filled with lead and seeing Monomi's bullet-ridden bow gradually float to the ground like a fallen leaf as a sorrowful piano rendition of Monomi's theme plays just drives home the fact that Monomi's cute school trip is over, and Monokuma's killing game has begun.
The climax of the first trial, made worse because the culprit had one of the least selfish motivations of any killer in the series: not only did Teruteru attempt to stop Nagito and end up killing Byakuya by mistake, the reason he wanted to leave the island was to return to his ill mother. Especially upsetting because most had regarded the culprit as a one-note Joke Character until that moment, the revelation was enough to move several characters in-game to tears. To make it worse, Teruteru starts bawling when it becomes obvious that he can't refute Hajime's argument, likely out of sheer horror at what Monokuma will do to him.
I'm sorry... everyone...
I didn't want to sacrifice anyone. I just... had to do something...
And yet... I ended up killing Byakuya instead of Nagito...
There's also the part in the flashback when he tries to convince himself that his mother will be fine while he's away. He chuckles and says that he knows his mother "won't lose to some illness," but then repeats it more weakly, making it clear that he's not convinced at all.
Similarly, a lot of Teruteru's dialogue between the beginning of the killing game and the end of the chapter becomes much sadder with the knowledge of what drove him to murder. Particularly his first reaction to the reveal that the group had lost several years' worth of memories since leaving for Hope's Peak being to nervously deny it, which he continues to do for a bulk of the chapter. When Kazuichi brings this up after his reason for killing was revealed, he tearfully still tries to keep lying to himself.
Teruteru: I don't believe it... I don't... believe... it...
Hajime: (... It's not that... Teruteru didn't believe it... He... believed it more than anyone else here. That's why... he kept denying it... Because he believed it, he needed to deny it...)
On a related note, Chiaki points out that it's most likely that the reason Byakuya died instead of Nagito was that, thanks to his night vision goggles, he saw Teruteru moving under the floor and moved to shield Nagito from the skewer...because he promised everyone that no one would die under his supervision.
Fridge Horror with the endgame revelations make Teruteru's back-story impossibly worse: if the disease didn't kill his beloved mother, then Teruteru — as a member of Ultimate Despair — most likely murdered her himself.
You can visit the dead students' cottages after trial 5, and see what seems to be their final thoughts as they died. No prizes for what was on Teruteru's mind.
Then there's Ibuki's, which sound like she's pleading to sing one more song—or, considering how protracted her death (strangulation) was compared to most of the other victims, like she's begging for her life.
Mahiru's message is about her feeling guilty about her covering up the death of Fuyuhiko's sister, wanting to fix her mistakes and go back to good times with her friends:
And then come Danganronpa 3, where the scenes of murder of Natsumi Kuzuryu contradicts Monokuma's 'reconstruction' of said murder in his 'Twilight Syndrome Murder Case'...it turns out that Mahiru was innocent all along. She didn't partake in the cover-up, nor did her friend Sato confess to Mahiru that she was the one who killed Natsumi. Mahiru would then be murdered in Chapter 2 over a lie manufactured by Monokuma.
Chiaki, true to her gamer nature, has the Konami Code at the beginning of her final message (perhaps she thought that a cheat code would help her friends escape this "game"), while the end of the message is an apology and a plea for the others to win.
Kazuichi: Hey... Hajime... Before this... we were having a great time right...? We were excited about going to the beach... We... were having a lot of fun... But... why... WHY DID SOMETHING LIKE THIS HAPPEN!? Someone, tell me!
Hajime notably is really hurt by Mahiru's death, fading in and out of consciousnesses after finding her body, asking internally "why her", and being genuinely saddened by any signs of her (such as her scent in her cottage), while in main story they had a close relationship like with Peko, her free time makes things worse, Hajime found the girl who almost confessed her love for him and looked after him brutally murdered and the answer doesn't make things any easier
Peko's final words to the class right before Fuyuhiko's confession
Peko: And please do not cause a senseless killing such as this ever again
With a pained sorrowful voice and a highly distraught and regretful sprite it shows Peko genuinely didn't want something like this to happen and more than anything she doesn't want anyone else to die, she had nothing against Mahiru establishing a good relationship with her during the killing school life with Mahiru even standing up for her in the first trial when Kazuchi and Nekomaru go overboard with their toilet related questions.
With free time it gets even more tragic with her stating to Hajime in free time that she likes Mahiru's photos and that they show the power smiles give to people, being a catalyst to her wanting to relearn her smile but because of Fuyuhiko's blind rage and her misinterpreting his intentions she murdered a girl who partially (through her photographs)inspired her to smile, someone she baked with and someone who stood up for her. This is very much a case of the killer not having any hatred towards the victim even saying earlier she had "no reason or will to kill Mahiru". It only adds the whole pointless "this didn't need to happen" feel of chapter 2s events
The second execution: Peko Pekoyama. Just before it begins, Fuyuhiko breaks down into tears and begins screaming that he never wanted Peko to be his tool - he just wanted her by his side. Monokuma takes control of Peko's body and forces her to fight an army of robots while Fuyuhiko tries to get to her, and she ends up slashing his face. Horrified, she cradles his body...and then the robots overwhelm her. Later, the characters discuss how lucky it was for Fuyuhiko to have gotten away in one piece, and they realize that Peko protected him as much as she was able to before she died.
Fuyuhiko: Please, Peko! Don't go! (breaks down in tears) I need you! Don't leave me!
Look at Monokuma in the background when Peko delivers the slash that destroys Fuyuhiko's eye. Not even he was expecting that.
As if that weren't enough, doing Peko's Free Time Events make the second trial even sadder since they reveal that Hajime really cares about her and is heavily implied to have feelings for her, not to mention that despite not feeling the same, Peko sees Hajime as a good friend and cares for him, too. Knowing this puts an absolutely devastating new twist to the whole ordeal: not only is Hajime forced to conclude that his crush is a murderer and even face the possibility that she's a serial killer (though thankfully the latter turned out to be false), but imagine how much it hurt him to know that someone he's grown to hold dear to him, someone who he helped be more honest with their emotions and learn to smile again, refuses to let go of the belief that she's a mere weapon who doesn't even value her own life.
Before the third execution, Nagito expresses honest anger with the murderer for killing purely out of Despair rather than to inspire Hope. Mikan responds he's got it wrong: she killed out of love. When Nagito's shocked by this, she talks about how someone accepted her for who she was, with all her flaws... and adds that she feels sorry for Nagito, who's never felt that kind of love. It gets worse when you realize that the person she's talking about is Junko, who more-or-less brainwashed Mikan into joining Ultimate Despair and who probably never gave a crap about her at all.
Even if it was a Wounded Gazelle Gambit, Mikan's attempts to fight back are painful to watch, considering how shy and helpful she'd been up to that point. The other students try to help her when it becomes obvious that Hajime and Nagito have ganged up on her, until Chiaki makes everyone else stand down. With no one left defending her, Mikan's uglier side rears its head, making it look like she's finally snapped from the abuse she's suffered.
Mikan: ...Huh? Is that all you can say? Ah, so in the end... you're all just a bunch of bullies, huh? Justifying your actions with fancy words... M-Making excuses for why it's not really your fault... (starts crying) E-Everyone always treats me like that... Always... "It's all her fault! She's the one with the problem!" (hysterical portrait) I'M DONE WITH THAT! YOU HEAR ME!? I'M DOOOOOOOOOOOOONE!
Mikan's free-time events reveal that the reason she is howshe is is having been used and abused for pretty much all of her life that she can remember. While she's certainly not disliked in the group, it's still true that nobody ever stood up for her against Hiyoko either - the class appreciate Mikan, but for someone with the kind of deep-seated issues she has, it's obvious that they would hardly have been able to help that heal by the time of Chapter 3. Knowing all this, despair!Mikan's screaming about the others being "bullies", being blamed for everything, and being completely done with all of what she's had to be used to throughout her life in the third trial comes off a lot less as simply insane and furious ranting, and more like the pent-up rage and suffering of someone who's had to be abused and feel alone for their entire life finally letting it all out now that they finally remember the only person who ever made them feel better than that. And the worst part? Mikan was nothing more to that person than chump change. Ouch.
There's also how many people have trouble accepting that someone like her was the killer. Hajime's noticeably pained just before delivering his Closing Argument.
Hajime: Mikan... it's already over... After I go over your crime from the beginning and show that you have no arguments left... Please, just admit it already! In the end, at least let me believe in you!
And the aftermath was pretty sad as well. Everyone learned the dark side of Mikan and thought that all along, she hated them all for never standing up for her, and she died hating them. Hajime himself says to Mikan before she's executed how it just feels too pointless, and that pretty much sums up the entire feeling left by the incident. This just gets worse when The Revealway later kicks in.
Chapter 4's atmosphere goes from funny and upbeat to one of the bleakest in the series very quickly with the introduction of the Funhouse. While it doesn't seem too bad at first, with the remaining group being drugged with sleeping gas on a train ride into the building and waking up in a gaudy, neon building filled with bright colors and moving fruit patterns, Monokuma reveals the next motive - they're trapped. Without any food, water, or basic needs for survival, until someone gets killed, a trial is held, and either the blackened escapes or they die too and everyone is let out. This isn't so bad until Hajime's dialogue becomes more and more fragmented, his movement speed begins slowing to a halt, and the group begins losing morale completely.
And the best part? On the second free-time session, after the group argue and we see Hajime begin to ponder if he even wants to survive if it means going through another murder, the normally upbeat music is completely replaced by "All All Apologies", one of the saddest and most bleak songs in the series, and one that most players will recognize as playing before or after some of the most sympathetic characters are put on the chopping block. Hearing this play in the place of where there's only been happy music thus far really adds to the hopeless atmosphere.
And it all comes full circle with the fourth trial and execution: Gundham Tanaka, for the murder of Nekomaru Nidai. When the entire group was left with nothing to do but starve to death, seeing their willingness to resign to their deaths, Gundham decides to take action and sets up a plot to lure Nekomaru into Strawberry Tower to fight him. While it's never outright stated, it's all but outright stated that he did this with the intention of fighting him not to escape by himself, but at least partly to save the group from a slow starvation. And that he chose to fight Nekomaru not just because his new robotic functions made a plan to lure him specifically out (as well as kill him) relatively easy to do, but because he knew he would be the likeliest to share the sentiment, which the fact he chose to stay and fight Gundham to the death instead of leave proves. By the end of the trial, every character seems to understand that both Gundham and Nekomaru clearly had an intention to save the rest of the group from a prolonged and painful death.
Gundham: I have betrayed you all... That is the absolute truth... But... even so... Don't you think this is a better alternative to slowly starving to death here...?
Chiaki: You know, after listening to you talk for a while, I'm starting to think that... Well, it's that and the fact you unexpectedly admitted your crime without much resistance...
Hajime: Gundham, don't tell me you... You didn't sacrifice yourself for our sake, did you...?
Normally, even for the most sympathetic killers in the series, the executions themselves aren't sad within themselves, even if they are still upsetting due to the circumstances. Not Gundham's. The first thing he does upon being faced with a massive stampede commanded by Monokuma is to put his hamsters clear out of the way of danger, and afterwards, as he lands in a bloody slump on the ground, they walk over to him and he opens his eyes to look and smile at them one last time before he falls limp. Then the angels of his dead pets come from the sky and lift him to heaven, and the last thing we see is Monokuma and the crying hamsters looking up at his image in the sky.
Doubles as heartwarming, but the fact he's shown going to heaven after being executed is tearjerking in its own right. Right up until the end, Gundham still keeps up his evil overlord act, and his final words before his execution are about how he will "fill hell with true hell". While it might actually be part of the execution to go against his idea of what his death would be like, seeing that in spite of everything he says about himself being "evil" and denying any desire to save the rest of the group, he really is a good person, is enough to make many fans of the character emotional.
Sonia's reaction to the whole thing is saddening as well. Gundham is arguably the student she is the closest to and when she finds out he is the murderer she is completely shocked. Even so, she cries and pleads with Monokuma to not execute Gundham because she understands that he did it all for their sake. Gundham's last words are also what motivate Sonia to continue surviving and to not give up on the investigation in Chapter 5.
Akane is usually the toughest and most aloof of the students, and the only time she's shown crying was when she was infected with the Despair disease. So seeing her genuinely sobbing while cradling Nekomaru's head was especially heartbreaking. It gets worse when you learn about her life growing up. Akane never bothered to make close friends, or even learn any names, because there was always a chance they were going to die the next day. But at this point she had become extremely close to Nekomaru. She allowed herself to become close to another person, only to lose them. And it was soon after she almost lost him the first time too.
In Chapter 5, you can see Fuyuhiko stopping at the memorial. He finds a picture of himself with Peko, who's been dead since the end of the second trial, and realizes that this was the only one of them together as friends and classmates. Hajime wonders if Fuyuhiko has been crying, and decides to leave him alone.
The fifth trial and execution: The kids determined that Nagito committed suicide, and we figured that was it—vote him as the culprit, no one else has to die. Except that he actually set up an awful plot which created an accidental culprit, so even though the entire plan was set up and carried out by Nagito, the actual cause of death is laid upon none other than sweet little Chiaki. This was all part of Nagito's plot to kill the rest of them so that only the traitor would live, but Chiaki wouldn't allow that—as soon as she figured out the truth, she decided to sacrifice herself to save her friends, and that was truly one of the most unfair and heartbreaking moments of the entire game.
The execution itself punches the player in the gut. In the previous chapter, it was pointed out that every murder in this game has been similar to a murder in the first game. The fifth execution in DR1 had Makoto escape and survive until the next game. Naturally, when Chiaki spots an exit door in her execution chamber and makes a run for it with Monomi, the player expects the same scene to play out. Nope! Chiaki and Monomi get trapped in a giant game of Tetris and just sit there miserably until Monokuma drops blocks on them and kills them. It doesn't help that he stretches out the moments before finally killing Chiaki forever.
Another particularly heartbreaking moment is everyone's attempt to deny the fact that Chiaki is the culprit, especially Sonia. There is an instance where you have to play the counterargument game against Sonia, and instead of playing the usual high speed and volume theme that goes with the game, what instead plays is a quieter song appropriately named "All All Apologies". It shows how much pain Hajime is going through... He really doesn't want to see one of his greatest friends dead, but at the same time, if he wants everyone else to live, he has no choice.
On a related note, Monomi's PTA and her dialogue leading up to it. She's such a Bad Liar, everything she says about Chiaki is the exact reverse of their true relationship. She has a friend and she loves Chiaki.
What really hammers it in is Hajime not doing his usual dramatic voice clips when breaking arguments and selecting the culprit. He's either completely silent or has new ones that reflect just how much he doesn't want to go through with this.
The game also takes a departure from all the other trials. When the time comes to vote for the culprit, the game makes you vote for Chiaki yourself.
Chiaki just has to act so damned cheerful about everything, too. She keeps encouraging you and dropping obvious hints and apologizing for everything with a sad smile on her face. Given the way she describes being the traitor and having no choice about being able to reveal herself... it almost seems like a relief to her to be able to finally tell everyone who she really is. Given that this means going to her death, and generally just how friendly and caring she acts throughout the game, keeping a secret like this must have well and truly been tearing her apart inside. It hurts a lot more when she's smiling so sweetly with a quiet theme playing and you have to choose her as The Mole.
The most unfair thing about the entire situation is that Chiaki didn't really kill him. Nagito had placed a lethal poison inside one of the fire grenades and intentionally inhaled once it broke open. The only thing that prevented it from being ruled a suicide is the fact that Chiaki was the one who threw the poisoned grenade without even knowing it. Under Monokuma's rules, that still counts. The girl who was so adamant about protecting her friends and didn't have a malicious bone in her body ultimately ends up being convicted purely because of a technicality.
It's later revealed in Danganronpa 3 Despair Arc that Chiaki was a real student, and everybody got along with her and considered her a friend. It'd explain also why everybody was super duper upset even further.
Then Danganronpa 3 went and made it even worse: As it turns out, this is the second time they've seen Chiaki be executed, with the first time being why they all became Ultimate Despairs in the first place.
When you find out that Nagito didn't just have a moment of trollish insanity when his aim was to kill everyone but the mole: He learnt that everybody, including himself, were the remaining members of Ultimate Despair and that the mole was from a foundation trying to purify the world from despair. Out of the horror of this truth, he aimed to kill himself and the rest of the people who once bought despair into the world, leaving the one person (the mole) who didn't cause any despair alive. Nagito's mental condition made him take this news so badly, that he wanted everybody who caused such despair to be gone from the world.
This revelation implies he made his death so violent and painful because he thought he deserved it for causing such despair to the world himself and that giving himself the harshest end possible was the only way he could pay penance and truly become a Ultimate Hope. Considering the state of his mind before finding out the truth, this becomes pretty tragic in hindsight, even if he clearly had gone too far with his plan.
In Chapter Six:
One of the reasons Hajime's so wary about the Forced Shutdown is because it'll get rid of everything in the game world - and since Chiaki was an AI who doesn't exist outside of the game, they'll forget her entirely.
Also during the final trial, the main reason why Fuyuhiko is reluctant to invoke the forced shutdown isn't because he doesn't want to go back to being Ultimate Despair (although he's also against that) - it's because he wants to see Peko again.
The part of the trial where Junko throws Hajime into a Lotus-Eater Machine where the game has reset and everyone is alive and well. They are all happy and acting like regular high school students, with no signs of despair. But it's just another Nonstop Debate, a sick lie that can't come true without severe consequences in the real world, and Hajime has no choice but to refute this "utopia".
There's also Hajime's breakdown upon being confronted with this revelation, particularly in the English version. Johnny Yong Bosch did a really good job.
Both Hajime himself and the other students have to come to terms with the fact that, since Hajime's personality was created for the game world from what remained of Izuru's memories, initiating the forced shutdown essentially means killing him. The other students may have been brainwashed by despair, but it would still be possible for them to return to who they used to be. Hajime and Chiaki, however, would be gone forever... and they wouldn't even remember them. Fortunately the epilogue shows Hajime is okay after all.
Even worse is that it continues the intentional parallels from the first game. Except in the first game you were trying to convince everyone not to sacrifice the protagonist. In this one sacrifing Hajime is nessisary. At least until Chiaki convinces them to Take a Third Option.
Pretty much every character's backstory. Most notably:
Peko Pekoyama: Abandoned as a baby and raised to think of herself as only a tool to serve Fuyuhiko.
Mikan Tsumiki: Bullied so mercilessly that she thinks degrading herself is the only way to gain attention. She was also apparently abused by her family, and half the reason why she got into nursing was because she had to take care of her own wounds, as no one else would help her with them. Finally, it's implied that she was in love with Junko, who's the one behind the killing and had almost certainly been manipulating Mikan by taking advantage of her desire for affection and forgiveness.
Kazuichi Souda: He was bullied in school to the point that he tried to completely reinvent himself into a tough guy jerk, because that's what his bullies were like and he associates that behavior with strength. He had only one friend in school and that friend ended up abandoning him after Kazuichi helped them cheat on a test and took the fall for them when both got caught, which only made his bully-induced trust issues worse and helped lead to the after-mentioned self-makeover. He was also implied to be abused by his father.
Akane Owari: Grew up in poverty and has worked in jobs were she was sexually harassed, all to gain money for her several siblings. In Chapter 4, she says that the Crummy Room in the Funhouse is a palace compared to her home.
Nagito Komaeda: His life has been a constant cycle of bad luck and good luck which has included losing his parents in a plane crash, then gaining a massive inheritance, then him being kidnapped, then winning the lottery. Lately, he's also been diagnosed as terminally ill. This cycle has exhausted him so much that in his Dangan Island ending, it's revealed that he wanted to die on the island.
Nekomaru Nidai: Born with a heart defect so severe that he was told he wouldn't live past 20. Constantly bedridden and making frequent trips to the hospital, he was never able to join PE or play sports, and was teased a lot. Part of the reason he became a sports manager was to emulate his friend Daisuke, who had the same condition as him, but died before he could see his team succeed.
Hiyoko Saionji: Bullied and treated miserably by her family, who did things like intentionally give her food poisoning and put needles in her shoes out of jealousy over her talent. This abuse is likely what lead to her becoming so cruel and vicious toward others. The only person in her entire family who ever treated her kindly was her father. She genuinely tears up just from mentioning him.
Gundham Tanaka: Never had any friends growing up. The only source of companionship he had in his life was his mother, who tragically died when he was young, and the animals he began caring for. Beneath that dark overlord persona he's created, he's incredibly lonely. There are also hints that he may have been born out of wedlock and was rejected by both sides of his family.
The final free time events often have Hajime making promises with the characters once they get off the island. Taking Chiaki to see all kinds of new places, helping Mikan change, learning to take photos with Mahiru, training with Nekomaru, etc. And he doesn't get the chance to fulfill many of them.
With the end of Danganronpa 3, he has a chance to fulfill all of them... except Chiaki's, which he never could. And she knows it too; from the moment Hajime makes the promise, all she can do is ask him to not forget her once he leaves her behind in the simulation. And he isn't allowed to know why until The Reveal.
Chiaki:(lovey portrait) So... can you keep teaching me, Hajime...?
Chiaki: ... (sad smile) Don't ever forget about me. Even after you get out of here...
Hiyoko's mourning for Mahiru. Sure, Hiyoko's a spiteful bully throughout most of the game, but her friendship with Mahiru seems like the first close bond she developed on the island, and a possible start of character development (too bad it is cut short by Hiyoko's own death.) Doubly so in Chapter 3, when she's shown crying because she still can't tie her sash on her own—even though Mahiru had been teaching her how to do that; she presumably feels like she's letting Mahiru down.
Checking Hiyoko's memorial. In every chapter it provides different reactions from Hajime, as he mourns that more and more of his friends had died. In Chapter 5, when everything gets glitchy, there's a pretty◊ touchingCall-Back that sums up Hiyoko's and Mahiru's relationships and shows that they did care about each other deeply despite being pretty flawed people.
Some of Trip Tickets events in Island Mode can be pretty sad. They're usually light-hearted and comedic, but in one of them Mikan casually reveals she was abused so badly in her home that she prefered to sleep on the bench the whole night instead of returning there. On the similar note, Nagito expresses genuine discomfort and fear whenever he encounters anything that reminds him of his past (the plane, the horror movie about serial killer, etc.), showing he's still deeply traumatized by his luck cycle despite his usual attitude.