You say the explorers or colonists
settle on the high plateaus (2500-3000m)
of your planet.
2500 meters is 8,202.1 feet, while 3000 meters is 9,842.52 feet. You didn't say if 2,500 to 3,000 meters is the height of the plateaus above sea level or above surrounding terrain, which could have a considerable elevation itself.
It is possible that the plateaus are surrounded by high mountains that it is difficult to cross.
the barometric formula, sometimes called the exponential atmosphere or isothermal atmosphere, is a formula used to model how the pressure (or density) of the air changes with altitude. The pressure drops approximately by 11.3 Pa per meter in first 1000 meters above sea level.
Wikipedia lists 67 settlements between 3,700 meters (12,100 feet) and 4,700 meters (15,400 feet) and 7 settlements between 4,710 meters (15,450 feet) and 5,130 meters (6,830 feet).
Altitude sickness typically only occurs above 2,500 metres (8,000 ft), though some are affected at lower altitudes.2 Risk factors include a prior episode of altitude sickness, a high degree of activity, and a rapid increase in elevation.3 Diagnosis is based on symptoms and is supported in those who have more than a minor reduction in activities.2
People have different susceptibilities to altitude sickness; for some otherwise healthy people, acute altitude sickness can begin to appear at around 2,000 metres (6,600 ft) above sea level, such as at many mountain ski resorts, equivalent to a pressure of 80 kilopascals (0.79 atm).
High-altitude adaptation in humans is an instance of evolutionary modification in certain human populations, including those of Tibet in Asia, the Andes of the Americas, and Ethiopia in Africa, who have acquired the ability to survive at extremely high altitudes. This adaptation means irreversible, long-term physiological responses to high-altitude environments, associated with heritable behavioural and genetic changes.
Nevertheless, around 140 million people, just under 2% of the world's human population, live permanently at high altitudes, that is, at heights above 2,500 metres (8,200 ft) in South America, East Africa, and South Asia. These populations have done so for millennia without apparent complications. The overwhelming majority, over 98% of humans from other parts of the world, normally suffer symptoms of altitude sickness in these regions, often resulting in life-threatening trauma and even death.
Studies on the detail biological mechanism have revealed that adaptation of the Tibetans, Andeans and Ethiopians is indeed an observable instance of the process of natural selection in acting on favourable characters such as enhanced respiratory mechanisms in humans.
Humans can get reverse altitude sickness when travelling from high altitudes to low altitudes.
If about 2,500 to 3,000 meters altitude on your planet has air pressure close to sea level that is comfortable for humans, then altitudes close to sea level on your planet should have uncomfortably high pressure.
If your alien planet has a slightly higher gravity than Earth, perhaps about 1.05 or 1.10 that of Earth, it might not be high enough to affect the health of the explorers too much, but it will certainly make them a little uncomfortable. And the higher gravity will cause the planet's atmosphere to squashed down a bit more than Earth's, so the air at sea level will be denser relative to 2,500-3,000 meters than it would be on Earth.
And it is possible that the natives live in a dense forest surrounding a large lake in some depression which is hundreds of meters below sea level on this planet and so has an even higher atmospheric pressure.
Thinner air at higher altitudes tends to be cooler, so it is possible that the high plateaus seen rather hot for humans and the lowlands where the natives live seem even hotter and more uncomfortable.
All gases in Earth's atmosphere or any atmosphere similar to Earth's will become toxic at high enough concentrations.
78 % nitrogen? It can be toxic at higher concentration. 0.93% argon? It can be toxic at high enough concentration. 0.04 % carbon dioxide? It can be toxic at high enough concentrations. 1 % water vapor? It can be toxic at high enough concentrations.
Even the 20.95 % of oxygen in the atmosphere, vital for human survival, can become toxic at high enough concentrations.
So possibly the atmosphere has higher concentrations of certain gases than Earth's atmosphere does, and the concentrations of those gases are survivable in the thin air on the plateaus but eventually lethal in the denser air at the low levels the natives live in.
If intelligent aliens were discovered who lived deep underwater, going deep underwater to meet them could be a problem. If the colonists don't have submersible vehicles they may have to scuba dive to the depths that the aliens live in. Because water pressure increases very rapidly with depth, scuba divers have to increase the pressure of their breathing gas to compensate, or they won't be able to expand their lungs against the pressure.
Air is used down to 40 meters or 130 feet. Various gas mixes are used to dive to greater depths. Below the depth where any air mix is safe hard suits or submersibles have to be used, which explorers and colonists might not have.
If the natives live on land, the problem is how to make the altitude difference great enough that their air is so thick that breathing it would be lethal for humans, or at least very uncomfortable. It is possible, depending on the exact atmospheric composition of your planet, that a difference of 2,500 to 3,000 meters will be enough.
09-17-2018 When I was a child I once read a story by Ernst Thompson Seton where a depressed grizzly bear committed suicide by going to the "valley of death". It might have been based on the "Valley of Ten Thousand Smokes" in Alaska. But the volcanic fumes in the fictional valley were deadly.
Obviously there could be volcanoes in or near the high plateaus in your story that could release poisonous gases. Poisonous volcanic gases that are heavier than other atmospheric gases might collect in lower areas and be denser there than in higher areas.
Possibly the natives live in a forest almost surrounded by lower forests with lethal concentrations of volcanic carbon dioxide which helps the plants grow very lush.
Radon is a dense gas produced by radioactive decay of uranium and thorium. It is produced by natural radioactive decay of those elements in rocks and soil and often concentrates in low spaces. Radon is more common in some areas than others due to differing geology. And breathing radon gas is the second most common cause of lung cancer.
So possibly Radon gas is more common on your planet and more common at lower altitudes, and the colonists would want to avoid going into lower altitudes without breathing equipment as much as possible.
Possibly your world could have a denser atmosphere than Earth's, even at a height of 2,500 meters, and even denser at lower altitudes. And it also has higher average proportions of various gases like argon, carbon dioxide, and radon, so that the denser atmosphere at lower levels is too toxic for humans to breath for long.