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We get a glimpse of Raphtalia's past. Her parents were fleeing during the first wave, but they were cornered atop a cliff, and had no choice but to throw their daughter down to the sea so she would have a chance of survival. And then, the poor girl had to see how her parents were mauled to death as she fell down, unable to do anything.
Really, just the image of Raphtalia tearfully begging Naofumi to not to die and leave her alone.
In Episode 4, even if it's just a hallucination, the image of Raphtalia leaving Naofumi is pretty depressing. He even tries to push her away saying that he only saw her as a tool, but it's clear he's lying to himself.
We finally get to see what Raphtalia had to go through after the first wave and before meeting Naofumi. One second she's happily chatting with her friend about love, and the next, the skies turn red and all hell breaks loose.
Raphtalia refuses to scream while being tortured and all the while she keeps a smile in her face to give hope to everyone, especially to her friend Rifana. Then Rifana becomes sick, and they're separated when Raphtalia is sold to the slave trader. As if just to twist the knife further, the knight nonchalantly informs her that Rifana "won't last much longer". This seems the breaking point,as Raphtalia evenforgetshow to smile after this.
The biggest one, when checking on the dungeons, she's happy to find that her friend Keel is still alive, but then she asks about Rifana. By then, all she finds are her skeletal remains, still holding the flag in her hand from the last time they saw each other.
Really, every scene between Rifana and Raphtalia is a massive tearjerker, from her saying that she wants to go home, to her dream of asking the Shield Hero to make her his bride when she meets him.
The story of Rishia Ivyred joining Naofumi is not a pleasant one. Her family is the noble of a town, yet they essentially lived like farmers compared to the more lavish lords in the series. Disaster after disaster leads to them needing to sell more and more their stuff to a neighboring bully lord until Rishia is taken also. Rishia falls in love with the heroic Itsuki and his ideals but becomes a pack-mule and bottom of the pecking order. No respect given in any way she rescues the heroes in the Cal Mira Wave but is kicked out her party by a conspiracy just because she isn't a fighter. Luckily Naofumi saves her from suicide but by that point she is in well deserved tears.