Thor

God of Thunder is definitely able to go for the head in Avengers: Endgame, but it later sends him on a path of depression and self-destruction. He becomes what looks like a functioning alcoholic and gains a ton of weight, while losing any self-esteem he may have had. Obviously, things end up working out in the end, but it's pretty jarring to see Thor lose nearly everything due to depression. At least he had a solid support group while playing video games on New Asgard.

As for the other major concern, that comes with Thor's inconsistent power level. He is nearly able to kill Thanos in Avengers: Infinity War when he has all six Infinity Stones, but he struggles to overpower him in Avengers: Endgame, despite Thanos having no stones and Thor having both Stormbreaker and Mjolni