This is based on opinion. Please don't list it on a work's trope example list.
Nightmare Fuel / Shannara
In Elfstones of Shannara, Terry Brooks entered into the realm of horror with the Reaper. Any scene in which this silent, massive, cloaked shadow-demon appeared was terrifying, especially its inaugural appearance in pursuing the heroes at Drey Wood, and Wil's later discovery of what it had done to the Rovers at Whistle Ridge. But the Crowning Moment of Scary had to be the chapter detailing the party's flight through the Pykon. Old, abandoned ruin? Check. Howling, moaning winds? Check. Terrifying discovery of dead bodies? Check. Our hero has a nightmare, only to wake up from it to find himself in a real one? Check. Headlong flight through the darkness of the fortress, knowing the Reaper is behind them, even though they can't see anything, and will eventually catch them? Major check.
Another Shannara series, The Voyage of the Jerle Shannara, features Truls Rohk, a caustic and sarcastic half-shapeshifter, but a close friend of the protagonist Bek. Shapeshifters in this setting are spirits, less individuals than collective minds with multiple manifestations, changing freely as they wish. Truls is almost never seen without his full cloak, and eventually the reader learns why: his body is a malformed, ever-shifting maelstrom of flesh and blood in vague human shape, bits of it mutating, healing, decaying and tearing apart forever with exposed bones and rivulets of blood and half-formed organs. He is... understandably bitter, since he is apparently so hideous his own father wanted him dead the moment he saw him.
Also from Voyage: The Morgawr. A giant lizard man who gains his powers by feeding on the Life Energy of his victims. He turns people into puppets by pulling out their brains and eating them, leaving them with their skills but no free will. He's devoured his way through thousands of victims, delights in feasting on people's minds just for fun, and broke the Ilse Witch as a child just so he could deny Walker her power. The scenes where he feeds on the airship crews are purely this. Antrax's wronks are just as bad: Hollywood Cyborgs slaved to Antrax's drivers who can only obey its orders, even while their still living minds scream for them not to. The fate of magic users is worse: Antrax drugs them into believing they are under attack, and when they try to defend themselves, it drains of their powers, using them as batteries for the rest of their lives.
Then there's the Jachyras, which were so bad that they were turned into Sealed Evil in a Can by both the good and evil faeries long before they started trying to do that to each other. An 8-10 ft tall monster with flame red skin almost hot enough to burn, a barking call that sounds like maniacal laughter, poisonous claws that not only poison your body but your spirit as well, and they literally feed off pain, both that which they inflict, and which they receive. And to top it all off one of them was able to kill the most powerful druid ever.
One often forgotten about is the Caves of Night, which are Exactly What It Says on the Tin—nothing can penetrate the darkness except the Fire Wake and, later, Jair's use of the vision crystal. Worse still is that the caves are full of Procks, some sort of halfway-sentient holes in the floor that endlessly open and close, grinding and chewing anything which falls into them. Naturally this happens to Stythys (himself something of a form of Nightmare Fuel), but the idea of even the disturbing, Foe Yay-indulging Mwellret suffering this fate is still rather terrifying. And while Jair's party does eventually escape thanks to his Wishsong and the vision crystal, there's the moment after Stythys's death, when the Fire Wake dissolved and they were left alone in utter darkness, unable to move, with the sounds of the grinding Procks all around them...
In The Talismans Of Shannara there's the Four Horsemen, Shadowen in the form of Death, War, Pestilence and Famine, who have trapped Walker Boh in a tower, and are almost impossible to defeat. Death is who you expect him to be, the Grim Reaper. War is a massive figure clad in spike-covered armor and carrying dozens of weapons. Pestilence is a humanoid form made up of disease-carrying locust. Famine is a grotesquely emaciated man, so thin that he's basically just a skeleton with skin over it. It takes a Heroic Sacrifice by Cogline to motivate Walker to destroy them.
When Pestilence is killed, he doesn't just die like the other Horsemen, he dissolves into a cloud of insects.
Despite what the cover says, Death isn't a skeleton draped in a cloak; he's literally just a cloaked figure, you never see what's underneath. There might not even be anything, his hands are never visible either even when he's holding his scythe.
The Death World that is Morrowindl, the last refuge of the Elves. The entire island is a terrifying hell teeming with demons, monsters and all manner of horrors, with only a barrier keeping them away from the Elven city, and even that is slowly failing. During the characters' escape from the island, with the city now held inside the Loden crystal, Wren loses almost every one of her friends and companions, including long-time partner Garth. Only four people manage to reach the island shore for rescue before a volcano destroys it, finally burning the cursed place.
Among the many deaths in that book, that of Eowen Cerise is terrifying. She is separated from her companions, and when Wren finds her, she is being drained by Drakuls. She is described with "her mouth was open, as if she was trying to breathe — or scream." She then turns into a Drakul herself, and Wren has to kill her.