[Legolas]

Both are singular, and I think are used in genitive case - 'lord over the west' or 'lord to whom the west belongs' - in irreverence to the real lords of the West, the Valar.

I don't know of a word meaning simply 'to' being used to indicate direction in elvish, so you could use 'in.'

in - mi
the - i
in the - mí
west - adúnë, also númen
to lie - cait-

That's the root form of lie...for the present tense, you add a for caita.

all - ilyë
dread - gaya, also goroth

The vocabulary above is taken mainly from Galadriel's Altariello naine Lóriendesse. In that passage, she says something similar to what you're trying to say:

ar sinda-nórie-llo caita mornië - "and gray-country-from lies darkness"

So to say "in the West lies all dread" would be something like

mí Adúnë caita ilyë gaya