Some of XANA's attacks do border on this, especially if it's a widespread offensive. XANA-possessed characters can be particularly creepy, and many examples of XANA trying to murder the protagonists (like electrocuting Jérémie) can induce nightmares.
Most ways that XANA tries to kill Jérémie can cause Nightmare Fuel. Jérémie gets electrocuted by one of the power sources for the Supercomputer, as well as getting electrocuted by the specters.
Also, when he discovers that the one Franz Hopper is actually a polymorphic specter in disguise, it gets pissed at him, turns into smoke to invade his airways, and proceeds to suffocate him while Ulrich can do nothing but watch.
Fride Horror: How do the lyoko warriors know that the virtual sea erases them?
A lot of the psychotic expressions XANA-fied William makes.
Not just him actually, any xanafied person will often arbore a quite scary expression with Voice of the Legion to complete.
XANA!Aelita in that episode as a whole reached the creepiest she's ever done.
Want to make this concept even scarier? Watch "Ghost Channel" (where Aelita proves she's able to essentially do the same thing XANA could do in the first season, and without needing the towers, could do so unopposed if she wanted to) and then imagine what she and XANA could accomplish if he was able to control her more often.
Jérémie scores one with the "Marabounta". Basically, sort of purple goop starts covering Lyoko, devouring initially every XANA monster, then going after the Lyoko-warriors. The heroes were definitively squicked — especially when it ate Yumi. (Seriously, just watch the scene where she is Eaten Alive by the thing. Think how you reacted to that scene, then imagine how she must have felt. You have to wonder just why these kids even do this.)
Who else shat bricks when we saw XANA's disguise of Jérémie breaking down from "Ghost Channel"? XANA Jérémie's "NOT LOGICAL! NOT LOGICAL!" after the kids decide that he's the fake Jérémie because he doesn't understand that Jérémie would virtualize himself to save his friends. And then the scene where he screams and then tries to kill the characters.
Let's admit it, Ghost Channel was the scariest episode of Code Lyoko's first season. For a season with episodes that were mostly Filler and that involved XANA attacking and the team having to deactivate a tower in Lyoko (and that were pretty creepy on their own), it really drove home what kind of a threat this nutcase of a computerized Omnicidal Maniac was, to the point where his pants-browningly horrifying One-Winged Angel form at the climax now serves as the page image. Good Lord.
There are also the attacks where XANA takes over animals and uses them to attack Kadic. So far, we got wasps, rats, birds, boar, wolves... the latter even had a scene with Ulrich falling in the middle of said wolves, who immediatly start to attack him. The Return to the Past barely saves him.
How has no one mentioned the time XANA took control of a DANGEROUS CRIMINAL?!
XANA as Eva has determined the fastest way to get a necessary item is to maim whoever has it. At one point, before getting on the airplane to France, she is seen with luggage, new clothing, and a computer, with no indication as to where she got any of it, except that the T-shirt is stained.