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Couple suggestions that I've used in my own campaign, which recently returned after a long hiatus.
Use Carnival of Tears and Realm of the Fellnight Queen. Carnival is the best pathfinder dark fairy-tale/slasher horror there is. If the fey are like that, or at least some are, that'd be more than enough reason to build a wall between you and them.
Fellnight is good on it's own, but I've taken a suggestion on this board and connected Rhoswen with Nyrissa. What that connection is I haven't fully decided yet. The party hasn't gotten to her yet, so I don't have to! DMing at it's finest right there. Anyway, my own addition it connecting Rhoswen with the Kytons. Evil fey, or just fey in general, can be plenty dark, but Kytons turn it up to 11.
Allowing Rhoswen to already how sway over the Narlmarches would allow you to have a very big, very scary place right next to the kingdom for all sorts of nasty things to creep out from. And those mountains to the east seem like a perfect place to transplant Hook Mountain Massacre to. Fey to the left, ogres to the right. You'd need some doughty heroes indeed.