First, we do have rules against a lot of this kind of stuff. We don't allow "lewd" content, we don't allow excessive gore, etc.
Horror, slight gore, etc. are all things that are allowed but as long as it is family friendly. And generally if something is family friendly, it is assumed to be safe. If there is still an issue after that, it is a personal problem. Still valid, but it is personal.

The issue with going down this path of trigger warnings is that it opens up more conflict. I can guarantee that people will comment "Why is this a trigger warning?" and then proceed to kick off a whole debate over why it isn't. You'll also get people making fun of others for considering something is a trigger warning.
Placing a trigger warning is essentially highlighting the possible controversial topics that could be discussed. I think in the end we would see far worse drama and conflicts by adding that feature.

Instead, personal viewing preferences would be better. A way to add keywords to a list of content that you would like to be hidden from you.
Afterall, it shouldn't be the artists responsibility to place trigger warnings on something. They can't be expected to think of every edge case that might be a trigger. They just need to meet the website rules and that's it.
Instead, it is better to let people pick and choose what they don't want to see since they are the only ones who know what their triggers are.

and they should be one for lewd skins

maybe if it was implemented into the tags system and instead of filtering inside that array it would filter them out

This should be added

Yeah, this is needed on PMC.