Cazalla just in general. A character, whose driving force in his life is his desire to inflict as much torment and agony on others as possible, and does so completely without hesitating. Even his Offscreen Villainy is pretty scary, and the fact that he is actually on the side of law, makes it even worse.
Cazalla murdering a young crewmember, for not telling him where they are heading. Makes for hell of a Kick the Dog moment, especially because he spiced it up with some Faux Affably Evil behaviour as well.
The torture of a crewmember, using rats. Really, he allows him to be tortued to death, by having rats eat his face. And he even told him what he wanted.
His Offscreen Villainy as well. He tortured and murdered Don Diegos son, just for standing in his way. He is a very frightining villain.
And finally, His Villainous Breakdown near his death, where he jumps around like a rambcouosly insane madman, after his plans has fallen apart, before Hunter kills him.
Some of the experiences at Matamceros. Climbing the Cliffs of Insanity, during a vast thunder storm, stands out, along with the coral snake crawling in the trousers of Lazue. That is especially unnerving for ophidophobes.
The Cannibal Tribe at Boca del Dragon. The islands they land at, is described as excessively weird, and you and the characters know something is awry, they just don't know quite what. They even visit what must be considered a ghost town, and finds the crocodile hide in the church, and realizes that it is the Caribs. And then Layd Almont is kidnapped by them.....