- The basic premise of the game when you stop and think about it for more than a second. A race of horrifying shadow beings from another dimension are invading to steal our stars and the worlds surrounding them, one of the biggest galactic forces if not the biggest force has been taken over by someone who's siding with these invaders and more lives than can actually be counted have been lost already. Even worse, this isn't the type of story where this can be reversed easily. The stars aren't going out, they're gone. Solus is the last one in the entire universe period.
- The Varelsi, the Interdimensional star thieves that form the main threat of the game. From their inky shadowlike designs to their impossible biological forms, the Varelsi form a terrifying enigma. What's their society like? We don't know they never talk. What's their home dimension like? We see it once as a result of getting sent there briefly during a boss fight and it's a featureless infinite void filled with every star they've ever stolen. Why the hell are they stealing stars? We never find out.
- Beatrix seems to have taken in and embraced the more unnerving parts of the Jennerit lore into her design. She looks like a cybernetic Gothic Lolita with a syringe for an arm and is not afraid of smiling often. However, she also sports a mean Glasgow Grin, turning most of her smiles into something creepy at best and something horrific at worst. Add this to her personality, and you've got the recipe for an especially disturbing Creepy Child.
- Even though it's Played for Laughs, Caldarius' situation before the game was absolutely horrifying. Imagine fighting your way through a hellish gladiatorial arena to win the ultimate prize your Imperium can offer you, Sustainment, and winning. Imagine being considered a hero by the public for making it to the absolute zenith of Jennerit society through the sweat of your own brow. Then imagine being punished for rising above your station by being locked up for centuries to remind you of your place while leaving you Sustained. Welcome to the life of Caldarius, where said punishment drove him to absolute raving madness leading him to form a romantic attraction to his audio diary and spend entire days screaming about how much he wants to kill Rendain that day and how he'll still want to the next. Deande is even understandably unnerved by how hard Caldarius has cracked when she comes to rescue him in his audio lore.
- In the DLC missions, there are Easter Egg rifts that play Morse code messages pertaining to Borderlands 3, and the content and implications of these messages are surprisingly eerie, and in some cases downright alarming:
Nightmare Fuel / Battleborn