You might consider 'Bleak' as a name. It gives a sense of desolation and something not quite right. Also, 'Hollow' could be a good name. It makes one think of emptiness and something that might be lurking within that hollowness, which is perfect for a freaky story. Another option could be 'Sable', which has a dark and somewhat mysterious quality.
Here are a few more: 'Midnight's Whisper', 'The Phantom's Lair', 'The Bewitched Bridge'. 'Midnight's Whisper' creates an image of a quiet, spooky moment at midnight when you might hear something strange. 'The Phantom's Lair' implies a place where a ghost or phantom resides. And 'The Bewitched Bridge' makes it seem as if the bridge has some sort of magical or spooky curse on it.
The Haunted House on the Hill. It gives an immediate sense of a spooky location. Another one could be 'The Ghostly Graveyard'. Graveyards are often associated with the supernatural. And also 'The Cursed Forest' which implies that there are dark and dangerous things lurking within.
Names like 'The Witch's Lair', 'The Devil's Bridge', 'The Shadowy Swamp' are also great. A witch's lair is a place where a witch might perform dark magic and cast spells. The Devil's Bridge could be a place where there are stories of devilish encounters or sacrifices. A shadowy swamp is often a place filled with mystery, mists and unknown creatures in spooky stories.
Good character names for a spooky short story could be 'Nox'. It means night in Latin and the night is often a time when scary things happen. 'Lilith' is a name from Jewish mythology that is often associated with demons and the night. 'Thorn' can be a name that gives the impression of something prickly and dangerous, like a hidden threat in the story.
Eerie Hollow. It gives the feeling of a desolate and spooky place hidden away. Just the name makes you think of a town full of mystery and things that go bump in the night.
Luna. It has an otherworldly feel, often associated with the moon which is a common element in spooky tales. The moon is sometimes seen as a source of mystery and the unknown in such stories.
Some names that would fit well in a spooky mystery story are 'Mortimer Darkwood'. 'Mortimer' has an old - fashioned and somewhat spooky sound, and 'Darkwood' immediately brings to mind a dark and foreboding forest. 'Ophelia Ravenheart' is another good one. 'Ophelia' has a tragic and mysterious connotation, and 'Ravenheart' ties in with the idea of ravens, which are often associated with death and mystery in spooky stories. And 'Sebastian Shadowgloom' would be a great name for a character in such a story. 'Sebastian' is a classic name, and 'Shadowgloom' just screams spooky mystery.
Here are some spooky names for stories. 'The Phantom's Lair' gives the impression of a place where a phantom or ghost resides. It makes the reader wonder what kind of horrors might be in there. 'Bleak Hollow' sounds like a desolate and spooky place. Hollow can refer to a valley or a sunken area, and 'bleak' makes it seem cold and uninviting. 'The Witch's Balefire' is also spooky. A balefire is a large outdoor fire, and when it's associated with a witch, it becomes part of a spooky scenario.