Black Recluses never fail to freak me out at any stage in the game. I'm not arachnophobic - there is a spider hanging out on a web about three feet to my left and I'm quite chill with him being there. But the Recluses are excellently designed for maximum aaaaaa - they move fast and loads of them spawn where applicable, they apply a fast-dpsing debuff you're never immune to, and they're nearly impossible to see. Ugh. Or maybe I just have bad eyesight, but even in post-moonlord tank gear, I loathe entering spider caves. I never feel safe.
Now, for some runners up that are terrifying at a certain point in the game?
Antlion Chargers. Have fun crossing that desert-with-pit that always gens right next to your spawn. They move like Sonic the Hedgehog, tank all of your early-game hits down to ones, and laugh at your knockback.
Herplings. Yeesh. They hit like trucks and move like rocket-propelled children on trampolines.
Dune Splicers. Did anyone not freak out the first time they tried to cross a hardmode desert in a sandstorm?
Red Devils. Easy to mistake for regular demons until they start shooting their murder tridents. And really common for something that likes to shoot murder tridents. Pity the one they drop is clearly a bootleg.
Paladins. If they aggro you through a wall, say goodnight.