Shemeska
Adventurer
It's easy to make a monster powerful. Stick a couple of big numbers on it, and you're done. A tarrasque is powerful. It ain't scary, though.
How do you make your players afraid of demons? You know how The Omen is more scary than Star Wars, despite a child being able to make a window fall on someone doesn't exactly compare blowing up the entire planet.
What abilities and traits do you give your scary demons that make your players hesitate before turning the lights out that night? How do you distinguish between powerful cabs scary?
Here's my initial attempt at a demon. It is only partway they, but I gave it some malevolent planning abilities that I hope players will find creepy. I have a long way to go though.
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Speaking as someone who has published a lot of fiendish material and has been accused of running Call of Cthulhu within D&D, here's my advice:
I think that you're approaching it from the wrong direction here to an extent. Mechanics and rules don't make anything scary. Some crunch can be used to better effect in-game to make players uneasy or scared, but it isn't the rules portion that evokes that reaction. It's more about the DM's ability to portray that atmosphere in-game - but for evoking that from the monster itself, the flavor text and description are paramount in providing the DM with the tools and most importantly the inspiration to do that in-game.
IMO of course.