My 2E DD devoured these books as well and finished all 7 in a matter of 5-6 months when she was 7. Everyone warned us off going past book 3 with her until she was older as they get progressively darker with the last being really, really dark. Finally my BIL, who is an elementary school librarian, said "She'll be fine with number 4. And honestly reading all seven won't cause her any harm." It worked out fine for DD but I think as the characters get older the intended audiences ages as well so use your discretion.
It may be a bit different for us because of DD's LDs we have to do everything on audio book. This means DH, DD and I listen together in the car so we are available to discuss anything that may come up. DD never had any nightmares from any of these books. As HK pointed out there are some pretty despicable characters, though, and much of the dark part has nothing to do with magic. DD has super high comprehension and a great ability to compartmentalize. Despite being super sensitive in real life she has a great capacity for tolerating death, cruelty and unhappiness in books. "As long as its part of the story it's ok." YMMV with a different type of kiddo.
