No known immortal elves working for the Azzies, no. But there may be a Corrupted dragon running the place. For those of you who don't know, Corruption is something that happens to people who have contact with Horrors. And people who get Corrupted tend to make toxics look sane.
Of course, it is possible that the Black Lodge is made up of the descendants of Thera, as well.
And yes, the Therans were into all kinds of uber nastiness that would put the Azzies to shame. Let's put it this way. You know how divided the dragons are right now? The Therans were into enough kinds of nasty that ALL the great dragons in Europe agreed that they needed to be put down. Part of this plan involved a ritual including Mountainshadow (Dunkelzhan), Icewing (Ghostwalker), Vasdenjas, and Vast Green (Sirrurg). Oh, and Vasdenjas's brother, who happened to be merged with a Horror directly, showed up to say hi as well.
The Therans held the entire world hostage, demanding tribute and servitude in order for them to share the secret to surviving the Scourge. They didn't do that as simply a whim. That was something they had been planning for over a thousand years before the first Horrors showed up.