Bogeyman

A bogeyman, or boogeyman was a mythological creature.

The Tenth Doctor likened the Toclafane, a Gallifreyan fairy tale, to the bogeyman. (TV: The Sound of Drums)

Odd Bob the Clown described himself as a bogeyman when he told Sarah Jane Smith that the children he took would ultimately not return, noting that he would not be feared if he brought them back from "Never Never Land". (TV: The Day of the Clown)

The Thirteenth Doctor described the Freedom Thoughtcast Network's smear campaign against her as them "making [her] out to be a boogeyman". (COMIC: Mistress of Chaos)

While putting her daughter to sleep, a mother assured her that there were no bogeymen. Shortly afterwards, Zellin appeared and stated that wasn't true, before feasting on the girl's nightmares. (TV: Can You Hear Me?)

The legends of some species envisioned the Daleks as bogeymen that would come in the night for misbehaving children. (PROSE: The Astounding Untold History of the Greatest Enemies of the Universe)