I love dark and creepy things, so it's kinda hard for me to judge whether it's truly creepy, or if I just really like its design. Mega Banette is one that falls into the latter. Sure, the possessed doll of child who abandoned it turned voodoo and vengeful is pretty creepy, but I dunno if it falls under "Drifloon/Drifblim carrying children off to God-Knows-Where" levels. More like Lotso from Toy Story.
Houndoom is my favorite Pokemon, and I think its Dex entries can be pretty dang creepy. Gold/Stadium 2/LeafGreen/HeartGold all say, "If you are burned by the flames it shoots from its mouth, the pain will never go away.", and then Black & White (1 & 2)/Y refer to this as well with, "The flames it breathes when angry contain toxins. If they cause a burn, it will hurt forever.". That's honestly terrifying to think if you piss off a Houndoom, you'll be forever in pain across large swathes of your body. And then Mega Houndoom's Dex entry is crazy: "Its red claws and the tips of its tail are melting from high internal temperatures that are painful to Houndoom itself." I dunno if anyone else's Mega entry is that intense. Plus all the references to people and Pokemon being terrified of its "eerie howl". Ah, I do so love my Hell Hound 🖤
I find that the Litwick/Lampent/Chandelure line is like Hypno on crack. While Hypno only has one Dex entry of carrying away people who have good dreams, the Chandelure line hypnotizes people with its flames and sucks out their souls. Lampent makes several mentions of hanging around hospitals, waiting for the sickly to die. And Chandelure makes mention a few times of sucking out someone's soul, thus making their spirit wander the mortal plane for all eternity. Plus, these are just absolutely gorgeous Pokemon imo. Their purpley-blue flames are wondrously ominous. At least Litwick makes ONE mention of guiding lost children's spirits back to the spirit worl-- "This Pokémon takes lost children by the hand to guide them to the spirit world." ... Oh. Just... Living children. "The younger the life this Pokémon absorbs, the brighter and eerier the flame on its head burns." Okay, nvm.
An honorable mention is the Carvanha and Sharpedo line, simply because they tear apart ships and presumably eat the prey on board. Even if they just left people in the middle of the ocean, that alone is creepy enough. The open ocean is a terrifying place.
I have a hard time finding Pokemon creepy for certain ~*~a e t h e t i c s~*~. Mr. Mime and Hypno aren't particularly unsettling to me.