What are some examples of subtlety in Sense and Sensibility?

The subtleties of Austen's words and ideas in Sense and Sensibility build a social and cultural picture peopled by authentic characters, all of which could be overlooked when the subtleties are given less than close, sensitive, and careful readings. Let's look at a close reading of some points with subtleties that may be misconstrued without an in-depth reading.
Willoughby's Feelings for Marianne
There is some confusion as to Willoughby's true feelings for Marianne. As readers, we are confused along with Elinor, as she is the main character, whose thoughts we have the most access to. Austen explains Willoughby’s feelings first through hints, and then through Willoughby's explanatory speech. It can be difficult to follow the unknotting from intentional confusion to deliberate revelation.
"When I first became intimate in your family, I had no other intention, no other view in the acquaintance than to pass my time pleasantly while I was obliged to remain in Devonshire [with Mrs. Smith] [...] I found myself, by insensible degrees, sincerely fond of her; and the happiest hours of my life were what I spent with her when I felt my intentions were strictly honourable, and my feelings blameless. [...] I had determined, as soon as I could engage her alone, to justify the attentions I had so invariably paid her…” (Ch 44)
Willoughby's speech to Elinor confirms what Marianne had told her. Then, to defend Willoughby's honor and intentions, Marianne protested that, though unspoken, Willoughby's love and heart had been hers:
"He DID feel the same, Elinor—for weeks and weeks he felt it. I know he did. Whatever may have changed him now, (and nothing but the blackest art employed against me can have done it), I was once as dear to him as my own soul could wish. This lock of hair, which now he can so readily give up, was begged of me with the most earnest supplication.” (Ch 29)
As the story progresses, it becomes clear that Willoughby was not the fortune hunter he appears. Marianne and Willoughby’s accounts of their relationship match up, and in the end we must join with Marianne in saying:
"[Willoughby] is not so unworthy as you believe him. ... I was once as dear to him as my own soul could wish." (Ch 29)
Colonel Brandon in London
Colonel Brandon remains the confidant of Elinor and supporter of Marianne. It is not until after Colonel Brandon tells the story of Eliza and her daughter, Miss Williams, that Marianne can even countenance speaking to Brandon: "It is Colonel Brandon!" said [Marianne], with vexation. "We are never safe from HIM." (Ch 31)
Brandon begins in Chapter 27 to confide in and support Elinor when he inadvertently reveals to Elinor that talk of Marianne's engagement to Willoughby is general knowledge in their extended social circle:
[Colonel Brandon said,] "as they openly correspond, and their marriage is universally talked of. ... By many—by some of whom you know nothing, by others with whom you are most intimate,..." (Ch 27)
Brandon reveals to Elinor, since "on [her] prudence [he has] the strongest dependence," that his heart is devoted to Marianne, although Marianne openly dislikes him. Brandon asks Elinor if he has any hope besides that of concealing his ardent feelings: "Tell me that it is all absolutely resolved on, that any attempt, that in short concealment, if concealment be possible, is all that remains" (Ch 27).
Only after Elinor relates to Marianne Brandon's tragic story of first lost, then devastated love, does Marianne yield in her disdain and occasionally speak to or look kindly upon Brandon.
Colonel Brandon's delicate, unobtrusive enquiries were never unwelcome to Miss Dashwood. He had abundantly earned the privilege of intimate discussion of her sister's disappointment, by the friendly zeal with which he had endeavoured to soften it, and they always conversed with confidence. His chief reward for the painful exertion of disclosing past sorrows and present humiliations, was given in the pitying eye with which Marianne sometimes observed him, and the gentleness of her voice whenever (though it did not often happen) she was obliged, or could oblige herself to speak to him. (Ch 32)
Marianne, Brandon, and Willoughby at Cleveland, Somersetshire
"Cleveland!"—she cried, with great agitation. "No, I cannot go to Cleveland."—
"You forget," said Elinor gently, "that its situation is not...that it is not in the neighbourhood of..."
"But it is in Somersetshire.—I cannot go into Somersetshire.—There, where I looked forward to going...No, Elinor, you cannot expect me to go there." (Ch 39)
The most dramatic plot development, the climactic hinge upon which the plot turns, happens when Elinor and Marianne arrive at Cleveland--the Palmers' country estate, just a few mile from Combe Magna, the Willoughbys' country estate--as the guest of Mr. and Mrs. Palmer (Mrs. Jennings' daughter, Charlotte) and in company with Mrs. Jennings and Colonel Brandon. Even though Marianne's first response was a violent rejection of the idea of traveling to Cleveland, Elinor's presentation of the nearness of Barton Cottage and home swayed her agitated feelings in favor of reaching her mother sooner.
Marianne's unstrung emotions receive a fresh agitation by being so near to Willoughby's estate, a place she was to make home and of which she was to be mistress, until the truth of Willoughby's need for a wealthy wife--after being cut off completely by Miss Smith for his infamous abandonment of Brandon's ward Miss Williams--dashed all Marianne's expectations to dust. It was a bittersweet discovery that a walk through the far reaches of the Cleveland estate, near the Grecian temple, allowed her to gaze to the southeast and, in her imagination, "fancy that from their summits Combe Magna might be seen" (Ch 42).
Several days of continual rain prevented Marianne from her determination to walk to the temple and the "distant eminence" to let her gaze "fondly rest on the farthest ridge of the hills" to imagine, though far distant, "Combe Magna might be seen."
In the "twilight" of the third and fourth evenings Marianne did wander on her desired path to fulfill the bitter sorrow of her emotional, yearning heart even though the grasses were the tallest and wettest of all the estate following the rains. To add a sense of destitution to deepen her emotional churnings, she neglected herself so far as to sit about after her walks in wet shoes and wet stockings. She further neglected her well-being by ignoring the "feeling, in her head and throat, the beginning of a heavy cold" that Colonel Brandon did not fail to notice.
[Marianne said,] "My illness, I well knew, had been entirely brought on by myself by such negligence of my own health, as I had felt even at the time to be wrong. Had I died,—it would have been self-destruction."
The next day convinced her to take medications and rest in bed, while the following day, feeling "restless and feverish," convinced her to accept the attentions of an apothecary, who diagnosed an infection. All but Mrs. Jennings and Colonel Brandon abandoned Cleveland in order to protect Charlotte's baby from illness.
Three days after they all left, Marianne took a violent turn for the worse. She was roused from another feverish sleep with delirious ramblings about her mother being coming from Barton and about how Mrs. Dashwood must not go through London or be lost:
[Elinor was] almost wishing to rouse her from so painful a slumber, when Marianne, suddenly awakened by some accidental noise in the house, started hastily up, and, with feverish wildness, cried out,—
"Is mama coming?—"
"Not yet," cried the other, concealing her terror, and assisting Marianne to lie down again, "but she will be here, I hope, before it is long. It is a great way, you know, from hence to Barton."
"But she must not go round by London," cried Marianne, in the same hurried manner. "I shall never see her, if she goes by London."
With these scenes firmly in mind, it is clear that the time at Cleveland is critical to plot development. It is also clear that Marianne has done far more than to catch a violent cold: Marianne has courted a violent cold by indulging in melancholy romantic sentimentality and maudlin neglect of common sense in the most rudimentary care of herself.
While it is true that at Cleveland Marianne comes down with a severe cold, it is worse than severe--it is life threatening--and she actively pursues the cold as a result of indulging her heightened sensibilities. This is one of Austen's greatest points, and the meaning of Sense and Sensibility is missed if this critical element is overlooked or glossed over as a mere incidental.
Willoughby at Cleveland
The flaring lamps of a carriage were immediately in view. By their uncertain light she thought she could discern it to be drawn by four horses; and this, while it told the excess of her poor mother's alarm, gave some explanation to such unexpected rapidity.
Never in her life had Elinor found it so difficult to be calm, as at that moment. The knowledge of what her mother must be feeling as the carriage stopt at the door—of her doubt—her dread—perhaps her despair!—and of what SHE had to tell!—with such knowledge it was impossible to be calm. All that remained to be done was to be speedy; and, therefore staying only till she could leave Mrs. Jennings's maid with her sister, she hurried down stairs.
The bustle in the vestibule, as she passed along an inner lobby, assured her that they were already in the house. She rushed to the drawing-room,—she entered it,—and saw only Willoughby. (Ch 43)
Though Marianne is unwell, Willoughby’s appearance is unexpected and unwelcome. In a beautiful arrangement of syntax and vocabulary, Austen builds a tension and urgency that yields the impression of Willoughby bursting into the room as urgently as Elinor herself bursts in: "She rushed to the drawing-room,—she entered it,—and saw only Willoughby." Willoughby was well aware that he was not at all welcome: "Elinor, starting back with a look of horror at the sight of him, obeyed the first impulse of her heart in turning instantly to quit the room, and her hand was already on the lock, when its action was suspended by his hastily advancing,...."
To disregard Willoughby risking considerable social censure for dashing the 30 miles from Combe Magna to Cleveland, while knowing he was an unwelcome guest, is to discount and underplay a vital part of Austen's carefully worked plot element. Willoughby's demanding urgency is confirmed in that his first remark is to ask if Marianne is truly going to live: "Your sister," said he, with abruptness, ... "is out of danger. ...-But is it true? is it really true?"
Austen weaves so many minute, yet vital, pieces of information within each sentence and throughout the entire plot, that we risk missing the fine points of her story, themes, emotion, wit and talent if we err by giving Sense and Sensibility quick or less than careful readings.