One of the key things about defining villains is not how the villains themselves are, but how people react to them. I had a situation regarding that a few days back in Ahn’Kahet – the Old Kingdom of Azjol Nerub – where I’d been roped into going along for an in character instance run. The thing was, my character was the only one who treated the ominous danger of the Faceless Ones and the Old Gods with anything near the unnerved respect they should have, and she’s otherwise generally the pillar of stability. This, in turn, turned a supposedly immense battle of life and death.. into a leisurely exploration into some old ruins, utterly ruining the entire atmosphere of the place and the impact it has.
Expanding on the above example, I often use similar things with Beyond the Tree by having the duo joke away with and shrug off the danger of a situation and approach it utterly casually. Of course, I also play with it by doing things like bringing Te’len along who does see how serious things are and react accordingly. While the duo are perfectly to handwave the danger of most situations they’re in, this isn’t true for the rest of the world they inhabit.
Additionally, it makes the occasional absence of jokes or remarks a very powerful tool for marking a situation as Very Serious.