In my world, there is no light. The only light will be from the equipment the protagonist brings through. The creatures are alien/eldritch/Lovecraft'ian, and has no eyes, so they cannot see when someone comes close by.
I would like to create a more scary/alien feeling about them, and would like to avoid the standard senses for them to know when someone is close-by.
How else will they know?
light vision. Just because their world is naturally dark, does not necessarily mean they are blind. They might have perfectly functional eyes, for use when they go shopping (a.k.a. interdimensional raid of Death and Destruction)
Sound. As most blind creatures do, it has excellent hearing able to pinpoint direction and range and rate of movement (doppler, yo!) of anything within many hundreds of feet. Yes, this includes the sound of heartbeat, so your Ninja troops are quite detectable.
Olfactory. It can, of course smell you. And what you had for breakfast 3 days ago. And that you walked past a cigarette smoker yesterday. Chesterfields, i think.
Ground Vibrations. Each time you move, you thump the ground. These ground vibrations, similar to sound in air, radiate away in all directions. Just much faster, and further. With the good vibration sensors in its tertiary railroot, it can determine that you are wearing Nikes today, not Reebok.
Body Heat. Remember that an active human is a 300-watt shining Infrared glowtorch! This IR light conveniently passes through fog, light plant cover, etc. that would obscure visible light.
Electrical senses. Similar to fish, any decent Being has an electroreceptive organ that can determine the least potential differences in its environment. Although, this does tend to be somewhat useless in an Air environment, but if you should enter the water, your own nerve impulses will guide Them to you.
(also very handy in melee combat. The Horror will be able to sense your nerve impulse moving towards your muscles, and react to it, before your own muscles even get the message!)
Magnetic disturbances. Silly human! As with all of your species, you are carrying devices made of ferromagnetic metal, and even better devices that operate by moving currents of electricity. These positively glow to any being with modicum of magnetic sense.
gravity. For those Beings that normally sit Very Still, or move through empty space, there is the gravity sensor. Not very quick, not very accurate, but impossible to hide from.
All the above senses are, of course, secondary to the naked shining light that an uneaten Soul shines forth. We are talking of Eldrich Horrors from Beyond(tm), and obviously they will be sensitive to such tasty tidbits entering their domain.
In Robert Sheckley's short story Odor of Thought the protagonist (a human) is on a planet where the wildlife has no eyes. Instead all the animals detect thoughts and use that to hunt or orient themselves. In the story, the sense isn't perfect but enough for the animals to know what's nearby.
Eventually the protagonist learns to manipulate this and present himself as a threat in their minds.
This can be a very concerning way of detection. There is nothing that can hide you from them. Your very thoughts would betray you.
This is an attempt at a very alien sense. The things can detect the empty space. Presumably, so they can slither (or use other mode of locomotion) away from each other. However, humans take up some space. The aliens can detect that and know it's not normal (for their world, at least).
It's not going to be a perfect sense - they'd know something is there and roughly where but not where or what it is. It might even be concerning to them. The real world equivalent would be us being in an empty room/building and yet feeling that there is something there with us. In the case of humans, that's a combination of other senses - perhaps slight shift in sounds, detecting something out of the corner of the eye, etc. as well as a mix of anxiety and we could "feel" something there with us. For these aliens, it is going to be a separate sense where humans register as "wrong".
Perhaps the aliens are able to see humans but imperfectly. What if they are used to seeing things in more than three dimensions. Or even seeing in other spectrums. Their world might be dark to us but to them it's full of sensations we cannot experience.
However, we don't quite fit into their range of senses. They'd be able to catch glimpses, detect something at the edge of their perception. Only impressions, never the full picture. As if we are ghosts.
Another alternative (or addition) is to make their senses delayed. Then the aliens will perceive things few seconds later. This could be fitting for indescribable and eternal entities. They aren't in a hurry, nothing is really a threat, so having to spend a few moments is not a hindrance. Until humans show up and are just slightly too fast. Too impatient, never standing still enough. Imagine turning the light on and for a split second a cockroach scurry under the fridge - gone before you can fully focus on it. This could be how the eldritch horrors feel about humans.
Echolocation. These shoggoths, or whatever they're called in your universe, emit pulses of ultrasound and use the echoes to pinpoint the location of prey, obstacles, et cetera. This combines well with super-hearing- after all, you need very acute hearing to make echolocation work in the first place.
