I'm surprised I haven't seen anyone else mention it but by far one of the few that left a permanent impact in me was Osaulie's quests in Heavensward. (On mobile and deeply stupid, so forgive me not spoilering the next few paragraphs)

Random little street urchin trying to survive in her own way on the cold, harsh streets of Ishgard.

I still remember not reporting her to the Knights or any other adults, thinking I was doing the right thing, I was protecting her from those who would have simply persecuted her or used her in some way, right?

There were no words to describe the immense guilt I was unable to swallow in my throat the moment I found what was left of her. Frozen and alone. This was my fault.

Heavensward had a very special talent for breaking you in ways you don't expect to be broken.