There was a scene where everyone inside of a mall are fighting with weapons, some explosions occur, and some people do die with very little blood being shown.
The Lovely Angels are known as the "Dirty Pair" due to their proclivity for causing major collateral damage throughout their missions; indeed, more often than not when cases are closed they end up destroying buildings, vehicles and space craft, resulting in injury to others or, sometimes, themselves.
Numerous fight scenes throughout the series, either hand-to-hand or weapons-based, again resulting in injury.
A few characters die throughout the series' run.