I was in Waterstones last week, and discovered that they had a bookcase devoted solely to what they called "Cosy Crime". It included Dorothy L Sayers and Agatha Christie, to my great bemusement.
Here is the ending of Unnatural Death:
'An evil woman, if ever there was one,' said Parker, softly, as they looked at the rigid body, with its swollen face and deep, red ring about the throat.
Wimsey said nothing. He felt cold and sick. [...] Six o'clock had struck some time before they got up to go. It reminded him of the eight strokes of the clock which announce the running-up of the black and hideous flag.
As the gate clanged open to let them out, they stepped into a wan and awful darkness. The June day had risen long ago, but only a pale and yellowish gleam lit the half-deserted streets. And it was bitterly cold and raining.
'What is the matter with the day?' said Wimsey. 'Is the world coming to an end?'
'No,' said Parker, 'it is the eclipse'.
And this passage from The Unpleasantness at the Bellona Club:
'Muttering', Wimsey remembered, had formerly been the prelude to one of George's 'queer fits'. These had been a form of shell-shock, and they had generally ended in his going off an wandering about in a distraught manner for several days, sometimes with a partial and occasionally with complete temporary loss of memory. There was the time when he had been found dancing naked in a field among a flock of sheep, and singing to them. [...] Then there was a dreadful time when George had deliberately walked into a bonfire.
And, of course, the ending of Busman's Honeymoon:
'They hate executions, you know. It upsets the other prisoners. They bang on the doors and make nuisances of themselves. Everybody's nervous.... Caged like beasts, separately.... That's the hell of it ... we're all in separate cells.... I can't get out, said the starling.... If one could only get out for one moment, or go to sleep, or stop thinking.... Oh, damn that cursed clock! ... Harriet, for God's sake, hold on to me ... get me out of this ... break down the door....'
'Hush, dearest. I'm here. We'll see it out together.'
Through the eastern side of the casement, the sky grew pale with the forerunners of the dawn.
'Don't let me go.'
The light grew stronger as they waited.
Quite suddenly, he said, 'Oh, damn!' and began to cry - in an awkward, unpracticed way at first, and then more easily. So she held him, crouched at her knees, against her breast, huddling his head in her arms that he might not hear eight o'clock strike.
Annie's speech when confronted in Gaudy Night has been left out due to length, but it's about as un-cosy as you can get.
Sayers' work (in addition to the murders, Poison Pen letters and so on, which are only to be expected in crime novels, even cosy ones) include suicides and attempted suicides, mental illness, discussion of war, drowning, bigamy, drugs, homosexuality (arguably. And obviously this is not at all like suicide, but I think doesn't quite fit into the "cosy" category, which I am mentally defining as "things that wouldn't upset your average Daily Mail reader), extra-marital affairs and lots of unmarried sex. Christie I know less well, but And Then There Were None is chilling, at least one book contains a murderous child, and the motive for the murder in Murder on the Orient Express is the kidnapping and murder of a very young girl, the latter not stopping the murderer from collecting the ransom money. I think the Waterstones staff might be confusing "cosy" with "Golden Age detective fiction".
(I did not say anything about it, because
last time I raised my concerns with a display at Waterstones I got the very distinct impression that the member of staff I was talking to thought I was crazy. But still, it is a ridiculous category for those books.)