A pet dog is beheaded and stuck on a pike. Like the rabbit, it is a still image of a dead animal and is not animated. The dog is not seen before or after this.
Not mentioned in the ova but one of them is technically a reincarnated immortal without realizing it, but in some continuities the guy he's in love with is also a reincarnated immortal without realizing it, so it's kinda a wash.
At the sabbath scene near the end, a woman transforms into a demon. You see her breasts/nipples splitting in two as they transform into mouths with teeth. No blood but it's disturbing so although it's not technically "genitalia" I'm putting it here
Innards/organs of demons are seen when they're killed. There's a shot of a decapitated dog's head stuck on a pike. There are also some scenes of body horror during demon transformations
Ryo's dad set himself on fire to rid himself of a demon that was posessing him, it's seen very briefly in a flashback while he and Akira are driving near the start of the film
If you want to go into the manga afterwards, be warned about Shin Devilman. It is filler that was inserted into a recent reprint of the original manga. It contains a chapter about Adolf Hitler. I wish I was joking.
Character appears to be dead in the ending but he's fine in the next OVA. His sexuality also isn't mentioned in this OVA- just explaining why someone might've voted Yes
There is a car chase sequence where the characters are attacked by a group of demons. It ends with them getting out and shooting the gas tank to make it explode.