I liked this. I was rather surprised halfway through Wakasagihime's story by how dark it was, but then I saw the author and thought "oh, that explains it."
Sekibanki's ending was unexpectedly sad, though a part of me believes it was meant to be a bit of a parody of sad stories in general just because of how sudden that was. Still funny overall, though.
I like that idea for Kagerou's backstory. It's implied she killed the guy hunting her and took the cloak, right? It would explain why Sekibanki thought it was so hardcore. The last panel with Tewi chewing Kagerou out and Kagerou being terrified was hilarious.