By far the worse thing Thanos has ever done to Nebula and Gamora has been to torture and kill them respectively.
Why did thanos cry when he killed gamora. In his mind it probably reminded him of himself and it gave him hope that someone might be able to truly understand his reasons for what he does and that. While everyone is still reeling from the revelation Gamora stabs Star-Lord in the chest seemingly killing him too. Thanos mourns Gamora s death Tearfully Thanos apologized to Gamora for what he was about to do before grabbing her arm and dragging her screaming towards the edge of the cliff.
Viewed 6k times. Infinity War there is a scene on Knowhere where Gamora tries and manages to kill Thanos and before he asks Why did you do this my child. But then he suddenly resurrects and captures Gamora.
While he had a number of sycophants and hangers on Thanos had no one that he viewed or treated as an equal and whether he realized it or not his favor was lavished specifically on those that he viewed as a reflection of the traits in himself that he. In the movie Avengers. In the MCUs Guardians of the Galaxy it first became clear that while Thanos had adopted both Nebula and Gamora as daughters he had a clear favorite - and the reason lay more in himself than in them.
His method of torture is pretty gruesome and uses Nebulas physiology against her. But in the movies its established that Thanos himself is the one who killed the Zehoberei giving their relationship an intense and complex twist with an icky undercurrent of emotional abuse. On a dead world.
Thanos tells Peter to kill Gamora but when Peter decides to pull the trigger a flurry of bubbles leaves his gun in lieu of a energy blast. Before he can decide Gamora screams for help--from Lady Death who has appeared inside the house before making one of her typically rapid exits. And whats more he was visibly crying when he had to kill her in Infinity War.
As the Red Skull revealed the Soul Stone can only be retrieved by someone sacrificing something they love and contrary to Gamoras belief Thanos truly did love her albeit in a twisted way. My guess as to the cause of his favoritism of her would be that she was both the first one he adopted and because of how fearless and strong she seemed as a child. In order to get Gamora to divulge the location of the Soul Stone he tortures Nebula right in front of Gamora.