First of all, the story. The story is actually good in my opinion. During this season, we get to learn more about the parallel world and how it relates to their original world. It feels like the world around them is getting more and more important to the story, and it also feels like their actions have a much clearer objective compared to season one. Like I said, the theme of this season is rising or rebounding from failure. *(spoiler) We see that when the Väikedaam regret their mistakes and swear to work harder, when the survivor's of Zagroth village literally have to fall to the city below in order to build a new peaceful life, as well as Yuusuke's journey throughout the story to rebound from what he considered a "mistake" in season one when he killed someone, as well as his struggles with that journey*. Honestly, its a pretty good continuation point from where we left off in season 1, and although the theme is not conveyed in a straightforward manner, it enhances the story a lot when you finally understand it. The story has seen a drastic improvement from season 1, and gets a 7/10 for me.
Second, the art. The art in this show is good. It is still nothing amazing or groundbreaking, but it is an improvement from season 1. It is generally smoother as well as more defined. It still has some rough edges, but it is generally easy on the eye and pretty well animated. 6/10 for me.
The soundtrack/music in the show was also fair. It was usually blended into the background, and no ost really stood out. The op and end songs were nothing special either. However, this time around when some ost's stood out, they generally stood out because it enhanced the scene. That did not happen often, but even the few times it did it was impressive. Again, its an improvement compared to season 1 in my opinion. 6/10 for the soundtracks/music.
Now for the characters. The characters in the show are bang average. We see visible improvements in Yuusuke from season 1 to season 2, then you see him change throughout the season. *As the theme of the show tells us, he is going through his own struggles as he comes to terms with himself over what he considered a mistake. He is slowly rebounding from his failure, as we see him go from depressed over his choice to slowly coming to terms with it when he says "I'm already tainted" and offers to do the party's dirty work, till at the end, Hakozaki stops him from killing the villain girl telling him basically he can still take back control of his life*. Other than Yuusuke, we see a development in Hakozaki's character, as well as are introduced to an actual level headed character in Glenda. The rest of the characters, including Torii, Tokitate, and even Iu show no personal growth. The relationship dynamic between the party members also changes as more people join, and we also see a minor relationship growth between Yuusuke and the party after Iu talks to him. My problem is that these characters generally don't seem to have come to terms with the fact that they will have to kill to survive, as well as watch others die from time to time. It feels like even though they finally realized they are in another real world, it hasn't sunk in that this world is different from the one they come from. As a result a lot of the times they hesitate in major decisions, which I think is ridiculous when we are 2 whole seasons in. Imagine still struggling against goblins 2 seasons in... Also, some characters like Tokitate are utterly useless. Like 0 contribution useless, and it gets very frustrating in serious scenes where there are things like lives at stake. Overall, I think that even though a lot of improvement happened, enough negatives also happened cancelling out at a bang average 5/10 for me.
To sum up, the second season is a marked improvement from the first season, and once you actually grasp what the season is trying to tell you will enjoy it a lot more. It has not suddenly become some great show, but it certainly isn't bad either.
