It has been quite a while since I've watched a full series that I enjoyed, and Zankyou no Terror broke that predicament (curse?) for me. The series isn't one of the best out there that has a crime-terrorism-"anti-hero"-thriller aspect, but this is definitely something you can check out. I just stumbled upon this anime and had no idea what this is show is about, but I should say that both of the tags indicated in MAL are most accurate. It's a thriller/psychological anime alright.
Honestly speaking though, I feel that Zankyou no Terror has plot-holes all over the place. However, I found the whole experience--the gist of the story, the pacing of scenes, and other aspects--to be quite enjoyable. Characters aren't very unique, but some of them are somewhat likable. The artworks were nicely done, and the sound effects used were also appropriate. I also appreciate the sound tracks (BGM) in this series; they either symbolized something or amplified the current situation.
Either way, if you decide to not watch this anime, I wouldn't say that you'll be missing out on anything great. Still, in my opinion, it's a good anime overall.