The Horror Realm is one of the realms located within the Veil. Very little is actually known about it, and very rarely are creatures summoned from it. It is said to be inhabited by tentacled monstrosities whose very appearance might drive a person mad. Sometimes the mad or desperate might summon these horrors, but this never goes well for anyone involved.
The Horror Realm can be reached via teleportation ritual using the numerological key of 3, if anyone really wants to go there. Anyone who tries tends not to return, and if they do come back, they're never the same again.