If you're looking for a "small cozy magic anime" it might not be the right show for you. It continues being highly episodic. Sometimes the episodes are wholesome and would fit the "cozy" adjective very well, but other times, as you saw, they are quite the opposite. There's one episode in the later half that sticks out as especially brutal to me. There's also one that I remember as insanely funny and unique though.

If that's a dealbreaker to you, mabe dropping it is best. Personally I enjoyed never quite knowing what was going to happen from week to week while I was watching it while it aired, but I see why it wouldn't be for everyone. It requires the viewer to be in the right mindset and probably felt better with a week inbetween the episodes to reset between the separate adventures.

I enjoyed it, so it's by no means a bad anime, but it is deceptive. It seems to start off as a relaxing, light-hearted show of a world as seen through the eyes of a traveling witch at first, but it becomes rather dark.

I would recommend it as a good show, but don't watch it if you want something relaxing.

If you're looking for small cozy magic anime, I suggest trying Frieren or Banished from the Hero's Party, I Decided to Live a Quiet Life in the Countryside. Studio Ghibli's The Cat Returns is also a good movie to watch 😊

Personally I enjoyed it, but it definitely felt more like a "slice of fantasy world life". Elaina doesn't really play the hero too much, and there aren't any big overarching plots that stretch over multiple episodes. It's really inspiring and interesting from a fantasy perspective, but as you already pointed out, sometimes there are things in the worldbuilding that could bother one.

If you want a cozy magic anime, might I suggest Little Witch Academia?
It also has a fair amount of action/adventure, but it doesn't deal with any heavy topics IIRC.