I'm aware of some of the broader examples- Gatsby's funeral and downfall, but what are some smaller-scale disillusionments in the novel?
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Gatsby and Daisy fall in love. Gatsby leaves for the armed forces, as he has no money to start a life with her. In the meantime, Daisy finds Tom (who has money) and they get married. Perhaps happy at first, she begins to realize that Tom is cheating and that what she is really in love with is the monetarily comfortable lifestyle that comes with being married to Tom.
By the time we meet Daisy in the novel, she is downright delusional. She deludes herself into thinking that money can buy her happiness, despite the fact that she is married to an ignorant, unfaithful brute. And I’m not sure she was actually still, or once again, in love with Gatsby. She may have deluded herself into that love in order to have an escape from her current life.
During the first party, when Nick meets Tom, Daisy and Jordan, Daisy is purposefully delusional. She puts on this façade of happiness but makes subtle remarks to reference her unhappiness. For example, when Nick walks in, she says, “I’m p-paralyzed with happiness.” There are other examples like this in the first chapter.
One of the first and smaller examples of disillusionment occurs at the party Nick attends at Myrtle's small apartment in chapter two. Nick unwillingly becomes a part of Tom's deception/infidelity. Nick's reflection that he "was within and without, simultaneously enchanted and repelled" by the secrecy of the affair illustrates the beginning of Nick's involvement in the many sordid affairs of the characters.
Nick looks out onto the streets of the city, contemplating what other secrets were shared on the "darkening streets." This minor realization and disillutionment merely mimcs the larger-scale disappointment faced later by both Gatsby and Nick.
Another small example of disillusionment is when Nick finds out that Gatsby's books are uncut. The pages of the books have not yet been cut, showing that Gatsby has never so much as opened the book. This is surely a bit of a disillusionment for Nick because it shows that Gatsby's class is at least partly fake.
When Nick tells Gatsby, at the end of the novel, that he is worth more "than the whole damn lot of them" he is expressing his disillusionment with the public and private personae of Daisy, Tom and everyone else in "high society." While they seem to "have it all" they don't really have anything of substance in regards to their character. He is disillusioned with his own original aspirations to be like them.
The meeting with Meyer Wolfsheim is rather unsavory for Nick, and he is appalled rather than impressed with the cuff links made of molars and the close connection to the guy who rigged the World Series. None of this elevates Gatsby in Nick's eyes; in fact, Gatsby looks a little tawdry based on this "connection."
Nick's dinner with Tom and Daisy at the beginning of the novel offers a bit of disillusionment. Nick attended the dinner believing he was going to have a reunion with old friends, but instead is treated to a tawdry display of egoism, marital infighting, and general dramatics that have nothing to do with him and nothing to do with friendship.
The east coast life he encounters is flimsy and superficial where he had hoped it would be sophisticated and invigorating.
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