To Start with Angelus.
He embodies the first thing that makes horror scary. That which is going to kill you is that which you love. this is the evil of vampires, not that they are blood sucking fiends but because generally their first victims are their family and Friends. At least that is what Angelus did first. after being created form the body of a harmless drunk called Liam, Angelus went home, there was no reason for Liam's little sister to not welcome inside a beloved brother. She loved and trusted him, and he murdered her with the rest of their family. that of course is all back story. long and short he got cursed with a soul and changed from Angelus to Angel.
Angel was Buffy's boyfriend, the person that she could always turn to for help and protection. when he becomes Angelus again he is able to hurt her in ways that no other villain ever can. Buffy loves Angel, and angel loves Buffy; she shouldn't have to be afraid of him. He will kill her and everyone she cares about if she doesn't destroy him first.
The second villain or rather villains I want to look at are The Gentlemen from Hush.
These monsters are not scary because they are something we shouldn't be afraid of, rather because they make their victim helpless. even the weakest person has the defense of screaming for help. But when The Gentlemen come to town you can't even shout; Can't even Cry the Gentlemen are coming by.
they take everyone's ability to speak away. the entire city of Sunnydale is mute and helpless. Mostly because one human scream and the gentlemen's heads would explode. which is a problem when they need to take seven hearts cut from a living person. so their victims die screaming but they won't be heard.
Can't even Shout, Can't even Cry
The Gentlemen are coming by
Looking in windows, knocking on doors
They need to take seven and they might take yours
Can't call to mom, can't say a word
Your' gonna die screaming by your won't be heard
So our lesson today. a good horror villain should do two things, come in the appearance of something harmless and make their victim's helpless.