Mind Stealers. Some sort of giant bug riding on/controlling a human/corpse.
Hey, what's that off in the distance? It's a...ginormous squid... Meep!
The Squid's Nest Discovery nearby is even more unsettling due to 1. It's an even bigger squid! 2. It's perfectly capable of snatching entire ships out of the air!
There's just something...unsettling about a Looper ten times the size of your ship...
The Sound of Lightning outside of battle.
The Dark Rift, an Eldritch Location if there ever was one. Incredibly difficult to navigate, dark, quiet, littered with shipwrecks, some of the strangest scenery and eeriest music in the game, and the fact that it wraps around the entire planet, effectively cutting the world in half, makes for a really unsettling atmosphere.
It's heavily implied that the Dark Rift is connected to a lost Black Moon, but the exact details are left to the player's imagination. Even better: when the skies are calmed when Soltis reemerges (meaning all the normal rifts and any cyclones dissipate), the Dark Rift is still there.
The Vortex. Similar to the Dark Rift, it's dark and quiet. Unlike the Dark Rift, it is completely empty. There is no strange scenery or wildlife to encounter, and there is a massive thunderstorm raging just outside the Vortex, illuminating the ruins of Soltis with every flash of lightning. And this is the safe path to the surface, anywhere outside the vortex the atmospheric pressure is so strong that it would crush any ordinary ship. It doesn't get any better when you reach the bottom.
Bleigock: the boss living underneath the coliseum. He's surrounded by the defeated and grown fat on the bodies of the dead, or possibly, the injured people thrown from above. To make matters worse it's stomach is see-through allowing you to see it's partially digested meals...