Should I talk about my single "failed" course in SOP (failed due to a disturbing reason)?
Here's how you can address this:

I was a victim of a major crime during [month].  This interfered with my studies during [time period].  This is unlikely to recur.  I have subsequently done/will do [whatever relevant study] to make up for the disruption.  My performance in [course] where I got a grade of [good number] is indicative of my abilities under normal circumstances.

This is essentially the same way you would address a medical, financial, or family disruption.  The details of what happened to you are not relevant to your PhD application; just explain it in a way that shows you are likely to succeed in your PhD, even if you have a few bad grades.