One 'gau horror story' could be about a haunted gauze factory. Workers there at night would hear strange noises, like the whirring of old machinery that wasn't even running. They'd see shadowy figures moving among the rolls of gauze. It was so terrifying that many workers quit, fearing for their safety.
The unknown is a very scary element. In 'gau horror stories', when the gauze behaves in strange ways like moving on its own or tightening around someone, not knowing what's causing it is terrifying.
In some fanfictions, the 7th Avenger could be a time - traveler from the future. This person has come back to prevent a major disaster that the Avengers couldn't handle without their help. They know all about the future events and use this knowledge to guide the team, but also have to be careful not to change the timeline too much.