Some of these names take a bit of explaining...
Okay, "The butcher" of anywhere probably qualifies, and "The Lady of Pain" certainly sounds like someone to avoid (or at least not to bill to your company AmEx), but "The Kurgan" and "Lolth" need context to be scary, "Vaas Montenegro" sounds like a request for directions and "Grom Hellscream" sounds a bit cheesecakey…
(and yes, I do know the context behind Lolth and The Kurgan, I'm just saying that without it they're not as scary)