There's two NPCs with associated bad ends: Frost, and the Prismatic Alpha.
Frost's can be triggered by repeatedly running away from him during battle.
The Prismatic Alpha's ends vary depending on your actions. You can accept his proposal, you can reject it and lose the ensuing lust check, reject it and lose the battle, or run away from his fight. Running from him will set an event flag that will trigger at a 10% chance on most rest scenes, sending you directly to a bad end. This event flag can be removed by defeating in combat.