I'm 90% sure I once watched a Filmento video about John Wick pulling off the "terrifying protagonist" thing, but I'm honestly not sure I managed to get much from that. You can see this effect happen in anime/LNs/manga like Berserk, Overlord, Youjo Senki, Cory in the House or just about any decent seinen with an OP protagonist. I know this sounds extremely vague, but as far as I can describe it, it's the effect generated when the protagonist does something cool and you go, "That's me boy!"
Actually, how Overlord generates this effect is a complete mystery to me (I've only ever read the light novel) because it's fundamentally just a parody of the Dark Lord trope where a random normal guy ends up with the Dark Lord job. Maybe Maruyama's worldbuilding skills enables him to Tolkien is way out of becoming the next Sword Art Online?
Same applies to a bunch of stuff in Warhammer 40k where the story's universe makes it sound like a bizarre comedy but the characters still manage to instill that "intimidation" effect all the same.
How?
Make all the other characters cowards xD.... that's the easy way out. Have the main plot of the novel be like,"The Protagonist is reincarnated in a world where everyone is a coward! They are so scared, they even threw Protagonist out as a baby, and killed the Protagonist's new parents for birthing them by having the two sentenced to death by intimidation! So, they were sent to be in front of the chicken and beheaded! The Protagonist's parents were so intimated that they died! Now, the Protagonist is left in the woods, and they find a bunch of turtles! How will our Protagonist save the day? They will get revenge, of course! They'll raise up their army of turtles and intimidate those pesky weaklings to death! Read on to find out how exactly they do so!" or something....
but really, just use words that look intimidating, add in some characteristics that make him/her intimidating. so, basically just use really descriptive words.
Example:
As Draco strolled through the streets, he let out an aura of death. His sharp, squinty eyes darted around the others living there, eyeing them like they were prey and he was the predator. Under his gaze, many people turned their heads towards the ground to avoid looking at that battle-hungry beast. He took out a gun and started to fiddle with it and the civilians started to shake in fear. He might shoot one in a while because he is bored! Shoot!
As Draco came by one of the guards located near the Teleportation Formation, he started to get a cigarette out and lighted it using some magic to cast a flame near it. Seeing that, the guard trembled! How can anybody control magic like that?!
With Draco approaching closer and closer, the guard started to sweat because of the intense aura surrounding the mysterious entity. He needed to quickly go towards Draco to ask him for a fee to use the Teleportation Formation, but could hardly move in his silver chainmail. After all, who would walk towards a person that had this intimidating aura around him?!
Draco blew out a puff of smoke, and loaded the gun. The guard saw that and was absolutely terrified! So, when Draco came towards the Teleportation Formation, the guard didn't speak a single word. When Draco passed by him, the guard breathed a sigh of relief, and so did the civilians, but suddenly, Draco took out his gun an shot out to the sky.
Everyone was startled and jumped back a bit, while terrifiedly looking at Draco who stood in a position with his right hand holding the gun, pointed at the sky, and his left hand loosely hanging at his side. The civilians couldn't see his face, because his back was towards them, not to mention the black bandana he had been wearing as a mask.
"If anyone asks about me, tell them that I was not here," came the voice from the figure of Draco, "and be warned, 'cause if you do, the bullet I shot.... it'll come down and wipe out this little town here off of the map. I have warned you, so you should pay heed. Also, get on your knees and pretend you are dead. Do it."
After saying that, Draco stepped into the pitch-black darkness of the Teleportation Formation and disappeared.
After a minute, the guard started to shout,"Call the Royal Family! Tell them about this mysterious brute! Quickly!"
When someone asked if they should heed Draco's warning, the guard sneered.
"He isn't here anymore, you dumb piece of sh*t! Get going! We need to inform them!"
Just as everybody started to think that Draco should be punished for doing this and that he couldn't do anything to them, a woman screamed!
"Eeek! What's happening to the Teleportation Formation?! Why is the frame around it breaking!?"
As everyone's attention went towards the slowly crumbling Teleportation Formation, a blood-chilling whisper came through the wind.
"I told you to get on your knees and play dead.... poor you, for not doing that. Now, you will be on your hands and knees, but won't be 'playing' dead, because you will really be dead. Goodbye."
A thing came shooting down from the sky, and on a closer look, you could see that it was in the shape of a tiny projectile, a bullet!
It went faster and faster and faster, and all of the civilians' eyes were fascinated by it.
Then, the bullet hit the ground. Nothing seemed to happen for a minute of two, and the people started questioning what they had seen... but then a white light came from where the bullet had landed and started covering up everything. It swallowed the entire city and the pedestrians, children, women, men, animals, and buildings at a frightening speed. And not a single sound had been made in the process.
That day, 2.5 million lives were lost and a city mysteriously disappeared.
END
Now, can you see how it worked? I added many adjectives, I added a personality to the character, and I had a lot of interaction with the other characters in the scene.