You can kill rabbits, but it requires you to turn the safety off and go out of your way to do so. However, there is an achievement that you get solely for doing this.
One enemy is the banshee; fearsome beasts lurking within Wraithmarsh. The banshee whispers awful things to the Hero, gaslighting them and possibly making them feel guilty and regret their actions.
Very early on in the game a boy is terrorizing a dog and goes to hit it before being stopped by Rose. Later, when you're trying to get into Bowerstone market, Thag kicks your dog as it is in his way. During battles there's also a chance that your dog gets hurt, but it isn't graphic. It just limps until you heal it.
[MAJOR SPOILERS] At the end of the game your dog jumps in front of you as Lucien tries to shoot you, and dies. There is an option to revive it later.
Your sister is shot in the beginning, a child is turned into a hobbe, (if you have kids at the end of the game) your spouse and child will all be killed by Lucien.
In addition to there being sex (both heterosexual and homosexual in nature) in which -noises- are played, there are prostitutes in-game who wear vaguely promiscuous outfits and may proposition you (as well as there being brothels in select locations). There are also some gestures that allude to sexual activity, like the "vulgar thrust" and the "seduce" or "come over to my place" gestures.