I already hinted at their most devastating moments in backstory when introducing them, but here's a revisit!
Rorden's most devastating moments are either his possession and subsequent murder of his uncle, the arrest that followed, or hearing the news of his homeland's fall.
Sian's had a better life than the others. His natural mother died giving birth to Lyrican so he doesn't remember her loss enough to be deeply devastated by it, so his first love abandoning him is his most devastating moment.
Mary's, obviously, was the death of her grandparents. She lost her mother at birth and her father abandoned her to her grandparents' care so she has no other great losses or pains on her record.
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Rorden's most devastating moments are either his possession and subsequent murder of his uncle, the arrest that followed, or hearing the news of his homeland's fall.
Sian's had a better life than the others. His natural mother died giving birth to Lyrican so he doesn't remember her loss enough to be deeply devastated by it, so his first love abandoning him is his most devastating moment.
Mary's, obviously, was the death of her grandparents. She lost her mother at birth and her father abandoned her to her grandparents' care so she has no other great losses or pains on her record.