An antidote/serum becomes a critical component in one chapter / one character known for trying to take medicine to combat symptoms. Nothing not prescribed.
Bella (also known as Benares), who could be classified as Kiana's pet at one point, does die (or rather, is hurt severly enough to "turn" into Kurikara).
Possession by honkai is a primary cause for herrschers (one of the biggest antagonists). Not in typical ghost-fashion, but almost every herrscher/main character is possessed by a herrscher.
there aren't direct fat jokes but it's worth taking not that gaining weight is mentioned in a negative light often enough, and there is a character, elysia, who is consistently reminded to watch her weight
Nothing explicit, but the game is sexualized. From crazy jiggle physics, to risque outfits and battlesuits, to the odd angles in the early honkai manga.
Honkai’s main story has not finished as of writing this, and thus no sad ending. Although an open world has been put out that is in the same worldline (not timeline) with an implied sad ending for one of the characters.