Players ignoring all warnings that bad consequences may follow and then getting upset when they do are not a good time, but for me, personally, more frustrating are the players that acknowledge the warnings, say they’re cool with consequences, and then when consequences happen, try to argue how they shouldn’t have. Non-Arx example was someone basically going Leeroy Jenkins against an enemy that could vaporize them, accepting the OOC warning that this was basically guaranteed character loss, then, when said character loss happened, getting upset because I guess they thought they had some sort of loophole that would let them beat the enemy solo?
Like oh my gosh, don’t do that. The example of asking to adjust consequences based on OOC squick or frustration is perfect if stuff isn’t working out (though if you’re told this will probably kill the character, and it kills the character, probably not going to negotiate on that).
Edit: Also don’t try to get one over on the GM by pulling out some surprise bullshit last minute. If you’ve got a solo the monster loophole, tell them rather than springing it last minute and then being shocked that things don’t work like that.