Nightmare Child

A being known as the Nightmare Child was active during the Last Great Time War. Davros' command ship flew into the "jaws" of this entity during the first year of the war at the Gates of Elysium. (TV: The Stolen Earth)

Cass Fermazzi had an encounter with the Nightmare Child. (PROSE: The Day of the Doctor) When reliving a memory from his eighth incarnation, the Tenth Doctor recalled "laugh[ing] in the face of the Nightmare Child". (COMIC: The Forgotten)

The War Doctor fought to prevent the rise of the Nightmare Child, (PROSE: The Day of the Doctor) and made arrangements for it "to never arise and [to] forever be aware of its non-existence". (PROSE: Twice Upon a Time) However, Rassilon's plan to return Gallifrey to the universe would have allowed the Nightmare Child to come out of the Time War and into reality, in addition to similar horrors from the conflict. (TV: The End of Time)

Behind the scenes
According to The Writer's Tale, it was referred to as "the Dalek Emperor's Nightmare Child" in Russell T Davies' early script draft.