I think being stranded out in the middle of the ocean is intimidating. Whether a killer shark is after you, maybe the boat or ship is haunted. I’ve watched the game boy color game, Resident Evil Gaiden, and that game really sets the bar to me as to how scary being in the middle of nowhere in the ocean can be. With packs of zombies on board and a deadly bioweapon as well, with no way out.
There’s not much alive in the middle of the ocean. As in a desert, you’re going to starve, dehydrate and die of exposure, but hey! You’re not gonna get eaten alive!
I’m really not sure what place would be scary, but it would be the place where there’s no hope whatsoever. I’ve survived some fucked up shit so my view of “hopeful” is rather wide.