Whatever the hell that...thing is that Tarou's creepy therapist, Hirata, sees in the hospital after Tarou is injured. It looks like a stunted goblin version of the Beldam from Coraline. Though it's possible it's some distorted version of the spirit of Tarou's sister.
The shadow man Tarou sees in his dreams and in the Astral World. It's a representation of the man that kidnapped him and his sister, easily a fifty-foot tall giant, no features, no voice, just a horrible looming presence.
When Takahito and Motoi visited the abandoned hospital. One of them goes down the morgue chute, which freaks his friends out, as they knew it was only a path for the dead and they were afraid he'd die too.
The whole series is just...unsettling. The Astral World is odd and interestingly designed, but there's this vague feeling of something being wrong there. The weird monkey-things their Astral forms take don't help. Tarou encounters visions of a shadowy man. The real world isn't much better. Tarou and his sister were kidnapped, the sister murdered, and Tarou still has frightening, recurring dreams about it. His therapist is probably the creepiest-looking man in Japan who randomly sees the above nightmare creature. The characters look pretty normal, especially considering that it's anime, but there's just something wrong about them, especially that therapist. It could be the music, the colors, designs or the themes, but it just all feels wrong. The manga author probably saw a documentary on the uncanny valley and wanted to pay tribute in comic form.