General:
* Chilly
* Bleak
* Gloomy
* Dreary
* Dismal
* Somber
* Grim
* Stark
* Forbidding
* Eerie
Focusing on Cold:
* Freezing
* Icy
* Frigid
* Arctic
* Glacial
* Bitter
Focusing on Dark:
* Pitch-black
* Shadowy
* Opaque
* Inky
* Stygian
* Obsidian
* Nightmarish
Figurative:
* Bone-chilling
* Heart-wrenching
* Soul-crushing
* Oppressive
* Unwelcoming
* Unforgiving
* Silent
You can also use more descriptive phrases like:
* "The chilling embrace of darkness"
* "A world shrouded in cold, stark silence"
* "The icy grip of night"
The best word or phrase will depend on the specific context and the emotions you want to evoke.