After completing all 8 of the stories, the game doesn't explicitly state it at any point, but there is one final side quest that officially concludes the story and explains all the hanging loose ends (such as the purpose of the Dragonstones, the origin of Cyrus's book, the reason Hornburg fell, etc). To access this quest, finish the questlines of two NPCs named Kit and Alphas, and then go to the West S'waarki Trail. Talk to the impresario, and you will be on your way to the final boss.
Cyrus gets teased somewhat frequently for being oblivious to romantic advances, but there's never anything malicious or demeaning regarding a lack of romantic or sexual interest.
In Primrose's chapter 4, there are many flashbacks of her upbringing alongside a stage play that mocks her. Primrose is briefly shown as a baby in this scene.
Therion's backstory in his chapter 1 shows him and his friend Darius in prison, as well as being physically harmed by guards. A side quest in Flamesgrace that becomes accessible after Ophelia's chapter 1 involves a wrongfully imprisoned NPC in the jail outside the chapel. Ophilia is briefly kept in a prison cell as a heretic in her chapter 4.
A questline revolves around a girl who discovers her mother abandoned her at birth and seeks to find out why. If you want to avoid this, skip through the dialogue of the quests of an NPC named Meryl; this quest is found first in Clearbrook after completing Alfyn's chapter 1.
Cyrus is followed by a hooded figure. Ophilia is stalked by an antagonist. An antagonist writes a play about all the tragedies in Primrose's life and directs it on the stage.
Children are seen abandoned or in danger often; Primrose's first chapter implies that some of the workers in the brothel have been sex workers since they were very young.
One of Therion's victory lines is "Where's the nearest tavern?" He is also frequently shown drinking or in bars. Travel banter often takes place in taverns and characters drink on-screen.
One of the bosses rides a horse in battle, but it isn't explicitly killed off. It's like more of a stylistic choice, considering that the fight takes place indoors.
Chapter 1 of Primrose's story involves a brothel. It is mentioned that Primrose became prostitute at a young age. The villain of the chapter makes implicit threats of sexual abuse and murder towards the sex workers and it is made pretty clear that he has followed through on these threats in the past.
Chapter 2 of Primrose's story has another brothel where there are both consenting sex workers and other women who are sex slaves. There is discussion of a woman who was assaulted by a lord and who took her life afterwards, though this is not depicted on screen.
An adult male character is shown to have been in an intimate romantic relationship with Primrose when she was a child, and the owner of the brothel she works at mentions finding her attractive when she was a teenager. Both are depicted as predatory and neither is in any way condoned.
A lot of attacks are non-explicit but do feature stabbing, like the warrior's Thousand Spears. In terms of story, scenes where characters get stabbed are at the following story beats: the scene at the end of Primrose's chapter 1 dungeon, the scenes just after all of Primrose's boss fights, after Olberic finishes running uphill in his chapter 1 flashback, the scene after Obleric's chapter 4 boss fight, and the scene after Alfyn's chapter 3 boss fight
The boss in Cyrus's fourth chapter has many limbs and a distorted figure. The boss in Haanit's fourth chapter appears humanoid but with disproportionate limbs, and it crawls on all fours. The final boss's first phase looks very fleshy and has many eyes, as well as the ability to summon enemies that look like wailing people.
Ophilia is knocked out in her chapter 4 and and goes unconscious through being drugged in her chapter 3. Cyrus is briefly knocked out in his chapter 3, and in the same chapter a supporting character faints from fear. Primrose faints after being stabbed in her chapter 3. A child NPC goes unconscious due to anaphylaxis in Alfyn's chapter 3.
In chapter 1 of Primrose's route, a girl named Yusufa is thrown from a cliff. She has her throat cut beforehand and it's not clear whether that or the fall kills her, but worth noting.
Various children are in danger multiple times throughout the game, but they are always rescued and never die. One child in Alfyn's chapter 3 is badly hurt by a villain, but Alfyn is able to save the child.
A supporting character in Primrose's chapter 1 puts herself in extraordinary danger to help Primrose and dies for it. A major character in the final quest of the game sacrifices himself in the hopes of resurrecting his wife - this doesn't kill him, but the following events are likely to be upsetting for anyone with this trigger.
In the final quest of the game, possession is a MAJOR plot point. One character almost gets possessed by a god but escapes, while another does get successfully possessed. Another major antagonist in this quest essentially acts as a human vessel for said god to speak through. If possession bothers you, it may not be worth completing the game, but all 8 of the main storylines are clear, at least.
Not in an especially conventional way, and the character does survive, but a major supporting character in Alfyn's story tries to allow himself to die of sickness in the final chapter. He adamantly resists help and insists that he deserves to die.
The final boss of Olberic's story kills himself after being defeated. One side quest involves an NPC contemplating suicide, and another NPC nearby says that he should hurry up and do it. The player can stop the suicidal NPC from killing himself.
During Ophilia's first chapter, a crying boy enters the church and sniffs.
In Alphys' second chapter, a crying mother sniffs as well. There is also a coughing girl.
There's a lot of frank discussion of things like sex work in Primrose's story in particular, and while actual cursing is pretty minimal, the way certain characters (particularly antagonists) talk about sex and women can be very, very uncomfortable to hear.
Although there are no actual sex scenes, Primrose’s story is chock full of sexual references. It is implied that Primrose was a prostitude from a young age, and her chapter 2 story revolves around a brothel
I don't remember when, but during Primrose's story, an unnamed NPC is implied to have had feelings for his deceased daughter. That's as far as that goes.
A major supporting character in Ophilia's story is very ill and has been for a long time. There's also a major supporting character in Alphyn's chapter 4 who is implied to be immunosuppressed and gets severely ill often.
Bloodstains are fairly common, and one segment in Cyrus's chapter 2 features a dungeon room with a massive splatter of blood on the ground. There is no actual gore, though, and no bleeding wounds.