When you zone into The Sanctum of Fear you will find yourself in a large room followed with a spiral stair case leading upward. The stairs have statics spawns on each corner, every time you kill a static spawn a wave announced by a shake will descend the stairs, wave consist in 3-4 ^^^ lizards. At the end of the stairs there is another chamber with Overlord Um Nix guarding it.
Be ready for the action because as soon as you approach the Overlord room they will be KoS.
Now you will be in a inverted pyramid room with 3 stairs in it and some lizardmen guarding the top level.
On every corner you will see a statue. Right click and select Sacrifice a clay golem heart.
Left clicking the statues will not work. After sacrificing a clay golem heart 4 ^^ heroic thulians will spawn. Once all 4 statues have been activated Fright will spawn on the very top level. Take the stairs leading up from the level with the 4 statues to find Fright.