Horrors
Every night swarms of horrors will attack the settlement. Every night before the attack red arrows will show the directions of the attacking swarms and a curved bar on top will show the remaining time until they attack. Hovering over the attack direction arrow will list the attacking units. After surviving the first night the horrors will know about the settlement and individual ones can attack during the day as well.
Some maps have Broodnests, which prevent building near them and spawn additional horrors during the final night. Broodnests will also spawn horrors if attacked.
The health of horrors depends on the game difficulty. Sandbox mode also has the option to spawn Opal versions of horrors, which have the same stats but are more resilient.