Reading the stories of H. P. Lovecraft always felt like glimpsing a dark realm in which mankind is insignificant. The greater powers (mythos creatures) at work are so powerful and alien to us that the investigators regularly try to flee and connect the dots afterwards in the "crime scenes".
Now I tried with some friends to play a short one shot in the dreamlands.
The reaction was kind of devastating for me. They liked it, kind of a lot, but they never had the real fear for their "sleeping" investigators at any time. Thus, I find it hard to combine the fantasy-esque dreamlands with the mind-numbing horrors of reality.
Any pointers for how to change the roleplaying theme, to achieve that oh so loved thrill-to-investigate-but-let's-come-back-later-when-those-unnerving-scratching-sounds-disappear?