It is completely offscreen and could be easily missed; one character (out of four selectable) mentions when exploring the house that the dog is missing. Later, if the garage door closes unexpectedly, you can hear a dog whining, implying the dog has become part of the Presence like the humans had.
You find an NPC who has hanged themselves. That is the main one and part of the main story, but you also find references to suicide later on and more NPCs who died in various ways, some of them suicide.
One character in Episode 2 carries a gun and can shoot it at enemies. If this character dies, he will return as a ghost in another character's playthrough and shoot them; the only escape is to hear his gun cocking and get out of the room.
one of the playable characters is stalked by an NPC, but that is backround story and not part of the game itself. (there are no chasing scenes, uncomfortable interactions)
Depends on what triggers you, but listening to doors is a vital part of the game (squelchy, scratchy noises). I general it is a game that lives of playing with the senses (which is why there is no music, and environmental sounds are important generally).