The Horrors are the spirits of the deceased indigenous peoples of the planet Cleave who persist as the "spiritual defenders of Cleave." As Izabel, one of the Horrors, notes, this does not seem to have been an effective plan, as the war between Landfall and Wreath forces has effectively eradicated the native population.
The Horrors are said to be terrifying monsters that slaughter innocent men and women, but these atrocities are simply illusions projected into the minds of the living as a major weapon in the Horrors' defensive arsenal.
The only way any of the Horrors can leave their planet is by bonding him- or herself to the soul of a living person born on Cleave. Izabel begs Alana for the chance to bond herself to Hazel so that she can escape the planet with them.