>>51557165It's about capturing the sensation of dread.
Basicslly, set up an inescapable conclusion. If it's something the protagonist can cope with and get past, then change things suddenly and make things worst.
Keep snuffing out hope, as you subtly introduce new characters, elements, and settings that could potentially muddle the mixture. Do it in such a way that the reader is focused on the present threat and doesn't notice thing changing.
By the time the protagonist is truly fucked beyond belief, deliver your twist, or capitalize on your old threat with a new set of circumstances and characters to deal with. If it's a short work, this is the spot where you end it. If it's a long work, then you continue with a new threat, while keeping the other looming threat in your back pocket to occasionally reintroduce, or potentially reenter the game.