The Caelid region is by far one of the most atomspheric and haunting. Was a scary move having the trap chest in the Dragon ruins near the start of the game teleport you completely unprepared into one of Caelid's dungeons with enemies that were far above your level. Then when finally escaping the Sellia Crystal Tunnel, seeing the blood red sky, crimson lake, and fungal trees made an incredible atomsphere. It reminded me a lot of Terraria's Crimson. A similar sort of infection. The T-Rex dogs, and the Godskin Apostle within the Divine Tower have certainly left a large lasting impression.
Caria Manor is probably one of the most interesting dungeons I've done aside from Leyndell so far. Giant hands with 11 fingers put Zelda's floormasters to shame. Aside from the manor being an interesting building, it was neat how it lead to Ranni, and the ability to start her quest.
Lastly so far, there's also Leyndell. Giving the sort of holy/ancient atmosphere. A giant dead dragon in the middle of the city, as well as many enemies that were bosses in the early game now being treated as regular enemies. It is a sign that things have really stepped up for sure.