There are implications that there may be some sort of spider egg drugging/mind control going on with Pepe's attraction to the bride, and that he isn't fully consenting to their marriage, but it isn't outright r*pe.
Not explicitly, but it is implied that Room 999 is actually Room 666, and the mirror-Gonzo-thing in there competes with the Ghost of Christmas Yet To Come from Muppet Christmas Carol for the title of "most evil and genuinely creepy Muppet villain".
Nothing explicit, though it's worth noting that in a blink-and-you'll-miss-it easter egg you may notice that the outfit the ghost of Robin the Frog wears is the same one he wore as Tiny Tim in Muppets Christmas Carol. That's... an extremely morbid joke lol.
Gonzo and Pepé must remain inside the Haunted Mansion until they can overcome their biggest fear. If they fail before sunrise, they will be forced to stay, along with the other ghosts, forever.
Bunsen and Beaker complain about budget issues giving them no more than a brief cameo (actually the case behind the scenes, as they were intended to have their own focus mad scientist scene but it was cut for budget) and Piggy complains that her biggest role in the special shoves her face in a fishbowl.