In one ending, a character kills the monster and then it is implied he kills himself. You'll know if you're about to have this ending if you find the gun. This happens off-screen, you hear a gunshot in the distance.
***HUGE SPOILER*** One of the characters you play as becomes a larva and later on, a moth-human monster. We don't hear any dialog from this character about how he feels about the process but I think it's safe to assume it's a traumatising experience to undergo that kind of transformation.
The monster chases you mutliple times and ***SPOILER*** you become the monster halfway through the game and chase the previous character you played as.
No but the character you play as runs out of stamina and pants often. Maybe combined with the atmosphere of the game, this might appear like an anxiety attack to some.
The dead seagulls have a spot of blood on them, a character coughs up blood (or possibly something else, it's a dark liquid) and a character is stabbed in the head.