Happens on the second book, chap. 13. Though Laurent and Damen aren't together, there is somewhat of a mutual interest and then Damen partakes in an orgy full of Vaskian women. Laurent asks Damen if he wants to do it and there's consent given and they even joke and laugh about it later. It isn't quite cheating, but some (me included) might be triggered or consider it triggering.
Edit: after Laurent and Damen explicitly confess being interested in each other, Damen gets asked to participate in the orgy again, but he refuses.
There are scenes that involve a character getting drunk to deal with a heavy emotional situation, a character drinking heavily in order to earn respect, and several characters drink heavily for fun
There are numerous cases of sexual assault and dubious consent. These include non-consensual drug use with the intent to make rape easier (this happens twice, in both cases the planned rape does not occur), non-consensual oral sex with an equally non-consensual audience, characters having sex that may or may not be consensual for an audience, non-consensual fingering, sexual slavery, extreme sadism (includes non-consensual branding and beating with rocks), a number of off-screen rapes, and a lot of off-screen CSA (some of which is incestuous). The sex between the main characters is almost entirely consensual, barring the first oral scene and possibly some dubious consent due to concealing of identity, and one of the main characters has past trauma that may make the sex scenes uncomfortable to read for some, since he has a lot of stuff to work through. Although rape and the recovery from rape is a major theme in this series, this list makes it seem a lot heavier than it actually is, I promise.
There are multiple torture scenes. In the first book, the main character is often beaten to "teach him a lesson", and is whipped nearly to death at one point. Another character is held captive for a time and is severely injured during that time.
Not sure what the person who said "yes" to this was thinking of, but I don't remember anything to do with needles or syringes, and an in-text search turned up no usages of either word in any of the books.
There is no "on-screen" suicide, but the main characters find the body of a character who recently killed himself. There is also a part where, in order to cover up murder, rumors are spread of some characters killing themselves.
There are mentions of a past non-consensual sexual relationship between an uncle and nephew, and several character make untrue accusations of a sexual relationship between two brothers.