Darken/YMMV

Complete Monster: Like any self-respecting arch devil, Baal is a mix of this and Magnificent Bastard.
Draco in Leather Pants: You'd be surprised how quickly you end up rooting for the devil-worshiper and his villainous cohorts.
He's Just Hiding: Tyr is still alive.
High Octane Nightmare Fuel: Mink's slime-filled dream realm while scrying with her mother. UGH. Also, almost every spellcaster in later chapters going insane and babbling about The Worm Lord. Komiyan (the artist, not the character) does seizures a little too well.
The Woobie: Komiyan, who is usually adorable, meek and gets hurt far, far too often.