A character is implied to have autism and another main character does take advantage of this at one point. It's also implied that his parents may have been abusive towards him.
If you die while playing through Arthur Hastings' story mode, you receive a newspaper snippet that mentions him being a confirmed bachelor", a way to imply that he identifies as LGBT (commonly as a way to say that someone is gay). However, Arthur was involved romantically with Sally Boyle, implying that he is bisexual. As it is a player character's death, it is avoidable.
The base game has relatively happy endings; but in the dlc we all fall down, which ends the story of wellington as a whole, wellington burns to the ground and many people kill eachother in the streets