Displayed corpses: it's a little graphic. Frank finds two cops whose eyes have been taken out, hands tied behind their backs and both shot in the belly. The "displayed" part is because they weren't killed in their cars, but were put there for either Frank or Matt to find as a warning/message. This happens in the end of part 1 "Shatter".Choking: during a fight, a man steps on Matt's neck and chokes him for a few minutes.

Death and gore: Frank kills a lot of people, there's graphic descriptions of stabbing and gunshot wounds in part 1, "shatter".

Self-harm: it's not intentional, but Matt dissociates and Frank finds him hitting his head against the wall, so it is, in a way, self-harm. Beware if that's a triggering topic for you, it happens in the middle of part 2 "noise". There is also one very big spoilery warning not mentioned here, you can find it at the end of the audio file for the first story  or in the ao3 post here

Frank pointedly doesn’t think of the reason why. The warehouse, Karen, Nelson, the headlines, Fisk.

“Don’t matter if I tell you, you won’t feel it. Gotta remember, Red,” he rubs a palm through his face, “it’s what you gotta do.”