Aside from the violent film clips described above, this film isn't really frightening, as much as it can get sad in its descriptions of filmworkers having nervous breakdowns during a shoot, or Leon pushing himself so hard, it drastically affects his health.
Leon tells of his father as a child in the first world war, who witnessed his mother get shot.
Someone tells of a 16-year-old cat having a fit, then being given a shot and "put to sleep."
An actor relates that in an audition session for "Full Metal Jacket", he would shout in front of extras, call them names, and say unkind things about their families. There are also clips from the actual movie, shown over this description, of his character seemingly doing the same.