There are dog enemies that you will face in combat, and must kill to proceed. "The Rabid Gnasher" is a dog enemy that is heavily decomposed and has a partially exposed ribcage, skull, and spine.
Fire is a status effect in the game, as there is an entire area of the game dedicated to fire-themed enemies. The Runaway's backstory also involves descriptions of people burning to death, but it is not shown onscreen.
Several enemies could be described as mentally ill, and they're all violent. The Woodsman enemy in particular is under the delusion he's making toys for, and protecting, his kids when fighting.
Gaunt Widows have a move where they stare at their own ruined faces in despair (they carry around a mirror), causing the Horror status on any heroes who see her do this.
There is a disturbing baby-based boss that almost looks unborn. There are some lesser enemies that resemble distorted cherubs and alien babies floating in a sack of amniotic fluid.
The jester could be considered a clown, and laughs maniacally like a typical "mad clown" archetype might. He is dressed in more of a traditional medieval jester outfit however
A signature ability of the Plague Eater-type enemy involves vomiting up a freshly-eaten corpse as an attack. In some cases, this puts the corpse back in play, whereupon it can subsequently be eaten again.
In addition to the self-immolating Fanatic enemies, the Flagellant class has quite literally self-harmed himself to the brink of death, and his moveset and powers reflect this. His dialogue and hero shrine monologues go into great detail as to how he does this, and the pleasure it brings him. I suggest not using him in your party at all if you're sensitive to this trigger
Some of the other symbolism in the Foetar involves childbirth. A boss is a living baby that was birthed by an off-screen eldritch mother. It sits inside a Cornacopia, has an umbilical cord and is surrounded by viscera. No explicit birthing scenes are in the game
This one is debatable, as heroes are bisexual by default (they can get into an amorous relationship with any other hero in your roster) and they sure can (and will) die. There is never explicit mention of sexuality anywhere else in the game, however.