I am glad to be of service, O Unnamed Horror.
(Hmm... maybe you want to be a Namless Thing?
)
Balrog:
A Winged Balrog
Fire of Moria
Demon of Power
Ungoliant:
Weaver of Shadow/Darkness
Bane of the Trees
Daughter of Unlight
Everlasting Lust
Yeah, those are more about them than containing them... No ideas with Thuringwethil yet.
Edit: xed with Zil who has much better suggestions (actually!) But it's all up to Agan in the end.
