This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / House of Anubis
Rufus appearing in Patricia's room, just to vanish without a trace.
Then, later, the way he kidnaps her and keeps her tied up in an abandoned barn all night. After Nina and Amber try to rescue her, he manages to sneak away with her and holds her up in his truck. When Ms. Andrews comes to trade important objects for her, he nearly leaves with everything while Patricia is still with him, and she only escapes in the last second before he drives away.
Another Rufus one, his final scene in the season 1 finale- bursting into the cellar with bug stings all over his face, grabbing Amber and threatening to kill her via sandfly in the ear, forcing the students to give him the elixir, his destroying the cup, and Alfie nearly dying.
The rituals done by the Secret Society.
Senkhara. Most of what she does is just downright horrifying. Notable examples include-
Cornering Amber in her dream, slowly creeping closer with her hand outstretched to mark her, with Amber shaking and crying against the wall
Her cursing Nina's Gran, and her ability to seriously harm her when she gets angry, as well as anyone else with the mark.
The fact that she was King Tut's murderer
Her pushing Nina down a chasm. It was a dream, but still, terrifying.
In one of her dream visits, she possesses Nina's sickly grandmother, who shows COMPLETELY black eyes. No irises, no pupils, no nothing but black. It's considerably creepy to look at.
Simply the fact that she was the only villain in the show to have real power over Sibuna. The other villains were threatening, but she controlled our heroes until the end and, unlike the other baddies, she could kill them whenever she wanted to. All of them.
Rufus in season 2 manages to be more menacing than he was in the first season. Highlights include-
Everything he did as The Collector, simply because at that point, he was just an anonymous Big Bad who rarely ever showed up, because when he actually decided to appear in person, you knew it was going to be bad.
His pretending to be Trudy's memory doctor, partially just because of how simple it was for him to infiltrate the house.
His kidnapping of Jerome, by simply being there in Anubis House to grab him.
The season 2 finale. First there was Senkhara possessing Nina so she could have a body to take her to the afterlife as a goddess, and controlling Nina to hurl lightning at her friends. After Eddie banishes her, Rufus puts the mask on himself, only for it to shrink on him, glow red, and make a demonic voice shout that he is not the paragon, and it ends up sucking him down into hell. All in about five minutes.
In Season 3, Mr.Sweet somehow manages to go from being an AdorkableBumbling Dad, to being actually menacing as a villain. Example being when he managed to manipulate Eddie into leaving the bracelet behind by making KT go see Miss Denby, and having Eddie freak out and chase after her, only for it to be revealed that KT was in no trouble at all. However, then they return to the classroom...where everyone had left, except Mr.Sweet, who coldly handed his son his jacket and left the room, now in possession of the bracelet needed for the ceremony.
Sinner!Fabian becomes pretty scary, partially because of the Beware the Nice Ones factor and the fact that he becomes rather sociopathic, that is, tricking KT into trusting him while verbally ripping Alfie and Joy to pieces just For the Evulz. Unlike the other sinners, he became quite the manipulator, and really did manage to make it seem like he was still good until it was too late, at least for the most part.
The end of House of Hog/House of Defeat- Team Evil has won, by pulling a brilliant gambit against the heroes and turning them into Unwitting Pawns. Now Ammut is released upon the world, and all you see at the end is swirling dark smoke.
The ending of Touchstone Of Ra. Lightning raining down from the earth on the students, as Ra is letting out his wrath. Eddie then decides to be the sacrifice...And that means he was supposed to die. Thankfully, he doesn't actually die, but the Osirian in him did. Still, was pretty scary.
Before that, with the house falling apart, the chandelier falling down on Victor, and even earlier, Sophia's power to control other people's minds with the touchstone. It was intense.