Not exactly as yes/no thing. Luna is tied to a tree and intently barking at something that she sees, but we see very little of her. Yes, a whimper is heard, but nothing is ever seen. There is no gratuitous violence or gore. We're really left questioning whether Luna whimpered because she was frightened or hurt. No other reference to Luna was made during the remainder of the film.
In a sense, Professor X gaslights/gaslighted Jean Grey by blocking out certain memories to “protect” her. Vuk also gaslights Jean in an attempt to get the Phoenix force from her.
No, but an eight-year-old is made to believe that both of her parents are dead, when it's actually just one of them - because the surviving parent doesn't want her. Thus she experiences more pain than she has to due to someone else's decision. She learns the truth as an adult and is deeply hurt.
Someone is sort of smouldered to pieces from the inside. This is done with a cosmic power that looks a lot like fire, and we see that power unfold many times throughout the movie - shining from inside people through cracks in the skin, as well as raging outside in giant swirls.
The character's head is not fatally squashed, but is compressed a fair bit. Like the other comment says, the metal helmet breaks off before the character is killed.
In other versions of this story, the phoenix is a separate entity that effective possesses Jean. That does not appear to be the way it's shown in this version, but that's probably where people are getting the idea.
There are multiple scenes in a hospital following a car accident. The first is a long scene between Professor X and Jean Grey where they are talking in a waiting room. There are also a few briefly seen of Jean Grey's father in a cast in his hospital bed as he talks to Professor X. There are also scenes where we see Beast in the medical bay in the X mansion - although not a traditional hospital, he does have several monitors and examines people.
Charles describes one mutant as extremely traumatised, and that he had to construct walls in her mind to hide traumatic memories from her. This is uncomfortably close to how Dissociative Amnesia and Programming can work and might be triggering for some systems to watch.
There is not an anxiety attack, but when the Phoenix Force surges through Jean Grey in a scene at a party, it has similar visuals to an anxiety attack, including hyperventilating.
Jean forces Charles out of his chair and crushes it. She also forces him to walk up a flight of stairs. He is paralyzed and she's using telekineis but he is in clear pain.
Too much tragedy in the movie, not least towards the very end, for me to be left feeling anywhere near uplifted - regardless of triumph and reconciliation and optimism and all that.
There is a serious car crash in the opening scene which is later recollected, along with several vehicles crashing and being carried or crushed in extended action scenes later in the film