Don't worry Galxina is just good with make up and uses her Psychic powers to do scary voices.

Thaddius is from World of Warcraft in Naxxramas. When you enter the dungeon you hear screaming all around the place and the screaming are intimating from Thaddius, the reason is cause he was built from the flesh of women and children and their souls are trap and fused together inside of his body. He even thanks you for killing him to put him out of his misery. In my opinion he's the most scariest humanoid undead boss with a twisting back story in the game.