She's from a survival horror game. There's going to be a LOT of blood. Also there is a subtle undercurrent of twincest in nearly every scene Mio and Mayu are together in, or at least Mayu have an unhealthy attachment to Mio.

I can't really pick just one scene since I consider Mio surviving all of this a Crowning moment of Awesome in and of itself. I'll go in chronological order with some of my favorite cutscenes instead.

Meeting Sae and the Kusabi in the great hall (Warning for dead bodies and a death throe and crazy laughter)

Finding her missing sister all by herself

Having to leave behind her twin again (bonus flashback when they were kids!)

losing her sister AGAIN (THIS IS A RUNNING THEME AND IT'S VERY ANNOYING)

and of course I cant leave out the canon end. (Really begins at 1:32 and ends at 4:35)

React to any or all~