Agent of the Iron Throne

Commander creatures you own have "Whenever an artifact or creature you control is put into a graveyard from the battlefield, each opponent loses 1 life."

Zellix, Sanity Flayer

Hive Mind — Whenever a player mills one or more creature cards, you create a 1/1 black Horror creature token.
{1}, {T}: Target player mills three cards.
Choose a Background (You can have a Background as a second commander.)

The Ancient One

Descend 8 — The Ancient One can't attack or block unless there are eight or more permanent cards in your graveyard.
{2}{U}{B}: Draw a card, then discard a card. When you discard a card this way, target player mills cards equal to its mana value.

Hylda of the Icy Crown

Whenever you tap an untapped creature an opponent controls, you may pay {1}. When you do, choose one —
• Create a 4/4 white and blue Elemental creature token.
• Put a +1/+1 counter on each creature you control.
• Scry 2, then draw a card.

Umbris, Fear Manifest

Umbris gets +1/+1 for each card your opponents own in exile.
Whenever Umbris or another Nightmare or Horror you control enters, target opponent exiles cards from the top of their library until they exile a land card.