The only ones I find difficult are Ghost Ship and the one in Ephraim's route where you assault that castle and start on two sides with a bunch of locked doors. Mostly because getting to the rogue (...whats his name?) in time without getting berserk staffed is tricky.
There's also Father & Son, as well as most of Ephraim's route (including Phantom Ship, certainly). Late game would be very challenging, but the game throws so many ridiculous, 3x attack weapons at you that it's sort of trivialized.
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