Relentless chasing is scariest if the thing's immortal. Something that looks disgusting is often not very dangerous, something that is enormous might ignore you, one that hides in the dark is literally just a tactic that will be employed by one smarter than you, one smarter than you will be effective and terrifying but will know when it's most efficient to stop trying to hunt you in particular so you can be home safe if you manage to evade it for a few hours. Tiny ones that attack in numbers are particularly scary to me, but not too dangerous either considering the tools humans have at their disposal.
One that chases you relentlessly, though, you can literally never escape from. It's just basically a countdown to your death.