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Nightmare Fuel: Black Company
The Taken, near immortal wizards with godlike power who unsettle even the hardest of soldiers. Cue the protagonist's Oh Crap moment when he realizes which army his mercenary company signed up with.
The Taken are bound to serve the lady/dominator. To do this, it takes a rather disturbing ritual that's so bad one observer can't remember most of it because his mind blocked it out. The only thing he remembers is what seem to be demons raping the soon to be Taken.
One book contains living shadows that are tortured remnants of a long extinct race who hate all that is living and given the chance will suck the soul out of your body.
A death cult that believes that killing releases your soul to a higher plane of existence. They use strangling scarves exclusively to kill their victims. Thier main goal is to wake up a goddess who ate other gods.
Made even more terrifying when one realizes the Deceivers are based on the Thuggee cult, which still existed in India at least as recently as the 19th century.
At one point most of the the black company is trapped in pillars of ice. Murgen manages to escape mentally, in a spirit form, from this fate but slowly begins to forget who he is.