A human is eaten whole by a monster. Most of it is done via chibi battle sprites, but the act of eating is shown with still artwork and you see the human's legs hanging out of the monster's mouth when it bites down
The character Ryo reveals in the Truth Route that his mother died. It is only mentioned, not shown, but it effects him a lot and is exploited by a villain
Saki is mentioned to have a serious illness throughout the game, it is part of her character and really affects her. It's more explicit in the Wrath Route.
If (when if this is the first playthrough), a splatter effect is used when a character dies. While it isn't red, it is rather obvious what the liquid is supposed to be.