"Die?...Die." The horrified look on Makoto's face in that scene says all, as he realizes SEES will be killed like his parents were if he doesn't take action.
Makoto and Natsuki's conversation has a somber and depressing tone. After hearing Natsuki's Motive Rant on why she bullied Fuuka (in short Fuuka, in worry, told her she should go home instead of staying out late, something Natsuki thought was insensitive), Makoto repeats what Fuuka had told him in their second conversation. That she was sorry but couldn't get the words out because she was afraid Natsuki wouldn't forgive her, which she feared because she saw Natsuki as her friend. The angry look Makoto has when speaking is the first time we've seen him this frustrated, indicating that he does care about what happens to Fuuka.
When he walks to his room and leaves Natsuki alone, his hands are clenched and he looks very tense.
Natsuki's comment of how she has no home to go back to is really sad to think of. Particularly of how she considers Fuuka and her to be kindred spirits, which makes her bullying of her even more sad and frustrating to think about.
Midsummer Knight's Dream
As to be expected, Shinjiro's death.
Made worse that Ken actually admired Shinjiro until he realized Shinji killed his mother, breaking the pedestal Ken had for him.
Ken's motivations ends up being a bit more sympathetic. While in the game, he knew about Shinjiro's role in killing his mother from the beginning, in the movie he initially likes Shinjiro until the truth is revealed - his motivations for revenge end up springing from feelings of betrayal, at least from his perspective.
Ken taking Shinji, Aigis and Makoto to a special spot to watch the fireworks at a festival. The same spot where his late mother would take him. Then, he expresses how happy he is because he felt like losing her meant everything good in his life was over until joining S.E.E.S. with Shinjiro standing right next to him.
Also, Makoto's hesitance (stemming from his anxiety that defeating all the Full-Moon Shadows will end the Dark Hour and will cause SEES to disband, meaning he'd be alone again) during the Full Moon Shadow fight delays SEES in defeating it. Which also delays them in searching for Ken and Shinjiro further, so when they find the two it's too late. Everyone's shocked at the events, but Makoto looks as though he's entering a Heroic BSoD.
And to top it off Akihiko looking pained as he holds Shinjiro's hand, which then slips away as the latter dies. He'd sworn to get stronger so he would never let another loved one die, but then this happens and he's powerless again.
And then Shinji's funeral. Makoto is apparently still in a BSOD, and the seniors who never even knew Shinjiro spend their time badmouthing the guy. Like in the game, Junpei tells them to shut up, but almost ends up in trouble for it. And all Makoto can do is stare.
In the first movie, we'd seen Makoto flash back to his parents' deaths several times, usually when his friends are in danger of being killed, indicating that despite his apparent indifference to death, it's actually a big trigger of his. So watching Shinjiro die is like watching history repeat itself, and you see this in his broken, horrified expression during the funeral.
Earlier in the movie, we had Yukari's reaction to her father's video. It causes her to lash out at Mitsuru and then run off. Then at the beach, she talks about her past and how she feels everything she did to prove her father's innocence, including joining SEES, was for nothing. Thankfully it's followed by a Heartwarming Moment from Makoto.
The events that led to Junpei's temporary death. Junpei manages to calm down Chidori, and just when you think everything's back to normal, it became a Wham Shot when Takaya shot him without a warning.
Chidori's death. Doubles as as a Wham Shot for those who didn't play the game, since it rudely interrupts her heartfelt reconciliation with Junpei.
Poor Ryoji can't catch a break. He genuinely, sincerely wanted Makoto to be happy and worked his hardest to achieve that. Then, once Makoto was ready to accept his friendship, his memories as the appraiser return. The look on his face as he faces his former friend is just heartbreaking.
Winter of Rebirth
Everyone's sadness and depression when they learn the world is going to end in a month and they can't stop it.
Like the game, SEES begging Makoto to come back as he's fighting Nyx. Of particular mention are Fuuka, who is desperately praying for Makoto, while Junpei, still struggling to stand, tells Makoto for wait for him, tears streaming down his face.
Of course the ending when Makoto dies peacefully on Aigis's lap. Unlike the game, we're treated to Makoto struggling to even walk as he climbs up the stairs, clearly in pain without knowing why. Though this version at least implies that the others didn't arrive too late to see him.