In The Fear Hole, the horrible thing that Antagonizer fights in Episode 7. It's never seen, but it's described with terms like "It's like a sewer had an abortion" and "It's like if cancer had leprosy", so you know it's bad.
Plus, there's also the thing in Episode 4 who looks like Cthulhu and has the personality of a small, fairly innocent child, but in the end turns out to be nasty.
The Garnet And Gure animated short, Monsters are Dwelling introduces us to the mythos of the "Horrible Gods", as described by a surprisingly charming green, eight-armed naked lady who is apparently going door to door to spread the Word of Kar-Goom.
In this cartoon, Rittz appears to be tormented by one of these. Don't worry, it's funnier than it sounds.