As someone who managed to not fall victim to The Magnus Archives having a hyper-specific statement on one of my hyper-specific fears: Two things I wish we would have got statements on are mascot costumes and tornados.
Mascot costumes can fall really well into the uncanny-valley territory. I feel like they’d be tied to The Stranger, but could also be tied to The Lonely, or even The Eye. An idea for a story about that could be someone who likes to go to amusement parks being stalked and watched by something in a visibly worn-down mascot costume. I feel like that would be super creepy.
Then, tornado’s would probably be in Vast territory considering they come down from the sky, but they could also be tied to The End or even the Desolation. An idea for a story about that could be a storm chaser who has started hearing tornado sirens and feeling the electricity in the air that comes before a storm even when there’s nothing forecasted, which leaves them with the distinct paranoia that a storm is chasing them and just hasn’t managed to catch up yet.
Anyways, I just find thing’s in uncanny valley and semi-unpredictable weather events to be terrifying and it would have been really neat to get a statement on them in canon. I would make a joke here about TMA just not being hyper-specific enough to scare me, but it gave me new fears about space suits with no one in them…so.