Begins just from looking at the cover of the first book, and once you actually read it...
Magnificent Bastard: A few. Lord Loss. The Kah Gash. Beranabus. Dear Lord, Bernabus.
Moral Event Horizon: Lord Loss does this in his very first appearance, with slaughtering Grubbs' family in a most cruel and horrific manner, and giving their bodies to his minions as toys.
The Woobie: Give just one moment when Kernel was actully happy (excluding the time spent with his little brother Art, who turned out to be a demon).
Bec confronting Dervish about simply using her to relive every moment of Bill-E's life.
What Do You Mean It's for Kids?: The Demonata is quite possibly the most extraordinarily hyperviolent children's series ever written. One of the tamest examples is Grubbs throwing rats guts on his sister while she showers, just a few pages before he comes across her and their parents savagely murdered corpses, in a room covered with their blood. Decapitation, dismemberment, infanticide, impalement, torture, mutilation and all manner of horrible deaths occur in every book, sometimes dozens in a single scene. To say nothing of all the bullying, kidnapping, animal cruelty and all manner of sins that the heroes get up to.