This is my knock on the Amber Temple portion of Curse of Strahd. It flirted just a bit too close to defining the Dark Powers for my taste.
So here's what I did to "fix" that. This is all my own games headcanon borrow what you like:
There is a podcast called The Magnus Archives. In it, there are entities that exist as the source of Fears. They are alien, aloof, and seen only interested in perpetuating their chosen fear. My Dark Powers work on the same premise. Scholars provide names to these powers like the Dark, the Stranger or the End to signify the fear they associate with, but those are descriptions for a mortal mind, not names. They are unknowable and unreachable.
Except for their heralds. These act as go-betweens to the Power and the mortal world. Some are Dark Lords, some are not. Some are vestiges trapped in amber sarcophagi. All are irredeemably evil. Even though they don't completely understand their Masters, they are at least able to carry out their wishes. The vestiges in the Amber temple are one group of heralds that are trapped. Strahd 's Death was a herald. Azalin became a herald in the Requiem before clawing his way back. Potentially, entities like the Caller are as well.
Who are not are the majority of the Dark Lords. Strahd does not serve any Dark Power, but instead his fear (and the fear he subsequently inflicts on Barorvia) "feeds" them and furthers their mysterious goals. Which is why so few escape Ravenloft: you have to prove you no longer fear it. Soth feared nothing the Dark Powers could do to him and they realized he was starving them, so he was released. Vecna overcame his fear by strengthening his divinity (and was only weakly chained there to begin with, the Powers bit off more than they could chew with a demigod).
Why the Dark Powers do this is questionable and there are many theories, and almost none of them are accurate. But perhaps one of them is, and that might be truly frightening.
The theorized Dark Powers:
The Buried - enclosed spaces, caves, crypts, being unable to breathe.
The Vast - wide open spaces, nothingness, falling
The End - Death and the Dead
The Dark - darkness and being unable to see
The Corruption - disease, rot, unclean things
The Lonely - being alone or isolated
The Slaughter - war, violence
The Hunt - hunters and prey
The Desolation - destruction, pain, fire
The Web - manipulation, conspiracies, mind control
The Stranger - uncanniness, deja vu, doppelgangers,
The Flesh - body horror and meat
The Eye - being seen, exposed, or secrets revealed, and the desire to know things
The Spiral - madness, lying, being unable to trust your senses
The Extinction - the end of everything. Destruction on a massive scale, Conjunctions.