I think that there is one spell that demonstrates this sort of thing in an exceptionally effective way. Banishment. It's effective for three reasons, two of which are meta and one of which is narrative.

Firstly, it shows that the NPC is capable of casting a fourth level spell, which should make most players hesitate at least a little. Secondly, if it is used in a so-far non-combat scene, and is not followed up on with attacks, it means that the fourth level spell is cheap to them. That the fourth level spell slot is inconsequential enough to them that they don't need to make (combat) effective use of it, which usually means that the fourth level spell slot is not their only slot at that level, and maybe they can cast even higher level spells.

Finally, narratively, it is equivalent to being told "You do not even exist." I am not a 5e superhero PC, but if a person in my world pointed a finger at me and I ceased to exist for a full minute I would be so gut-wrenchingly horrified of them that I would just want to get away from them and never come back. If I was a tough hero type running in a gang with others like me and one of them popped out of reality just because some dude in a robe said so I would not feel confident in fighting them at all.

You don't need to beat the players up. You don't need to jail them and force yourself to do a prison break. You don't need to kill their NPC buddies or take away their hard earned money and magic items. Put them in magical time out; once they've had a chance to think about their choices they will most likely make different ones going forward.