Ass Pull: Sweetie Belle and Scootaloo's Face Heel Turns. Some of the last characters you'd expect it from.
Harsher in Hindsight: Inner Demons II shows that Diamond Tiara's bad attitude was because of her mother. "Crusaders of the Lost Mark" would make that same reveal.
Hilarious in Hindsight: Pinkie's Me's a Crowd power after her Element turns into armor, then along came the episode Too Many Pinkie Pies
Jerkass Woobie: Twilight Sparkle pre-Face–Heel Turn. The nightmares telling her that her friends, family and mentor still hates her for trying to do the right thing wasn't a particularly happy memory for her.
Les Yay: As is popular in fanon, Rainbow Dash and Pinkie Pie's subtextual Les Yay is upped to them having crushes on each other.
As of chapter 16, this has been bumped up to an Official Couple.
Moral Event Horizon: Queen Twilight crosses it big time with her "coming out party". First there's the Sadistic Choice listed on the main page, which is quickly followed by locking Applejack, Fluttershy, Rainbow Dash, and Pinkie Pie in Sugarcube Corner and setting the building on fire in an attempt to kill them.
Trixie finally crosses it when she nearly kills Rarity during the Battle of Fillydelphia. What makes it worse is that at the time, Rarity was shielding Apple Bloom and Sweetie Belle from a collapsing building and had no chance at protecting herself.
In the sequel, the Sons of Midnight cross this when they sacrifice every living thing still in Ponyville, and some of the Everfree just to loosen the seals on Tartarus.
Twilight considers Rarity having to die and be replaced by Vale one of these, since Vale is nothing like her friend.
No Yay: Twilight Sparkle and Shining Armor gets more shippy after Twilight succumbs to her darkness.
Squick: Queen Twilight acting out her incestuous feelings towards Shining Armor.
Tear Jerker: Queen Twilight's reaction to Trixie's death.
Applejack's Heroic BSoD when she realizes that her abandoning of Twilight contributed to her Face–Heel Turn.
From the follow-ups, Rarity's Heroic Sacrifice to bring back Vale, proving she was more alive than Vale ever was.
I think with this story, I let things get so dark that even I don't know how they can save their world, or even if they can win. I want them to win, but when even the actual angel meant to save the world (Vale) is powerless, what hope do they have.