The scariest villains in horror/sci-fi/fantasy are doomed to become more complicated and, therefore, less scary over time. It's kind of a feature and a bug in episodic storytelling — the more time you spend with these horrifying monsters, the more you come to understand why they are the way they are and the more you can see the world from their perspective. That's usually a good thing in character-writing/world building, but with these particular sorts of baddies, it can also diminish their ability to strike the same scary note after a while.

"Nameless Dread" is just my name for this sort of character. I searched to see if this precise character type had a name already and I couldn't find one, so this is what I'm going with. Most are not literally nameless, but you can imagine a kind of character that's so terrifying and such an elemental source of fear that even a name is too nuanced for them -- like "The Shape" in 1978's Halloween, or the titular "It" in It Follows. Or a character so horrible that one not dare speak it's name. That's the idea anyway. If you're still confused, you can feel free to call it something different.