Favorite Character's who are actual psychopaths/evil but the story doesn't take it seriously.

Trevor Phillips from GTA V-

There's so much wrong with him, but the story uses it for jokes and humor more often than its actually acknowledged as a problem. Fun character in universe but would be a nightmare as a real person.

Dave Miller from the Dayshift at Freddie's Series-

Obviously he's the villian for the Dayshift games, however he is not scary even remotely? Like he is basically a joke character made into a villian, but with just enough lore and story behind him that it actually works.