I definitely like the idea of constant unhappy thoughts for simply being on an evil map. Sinister -10, Haunted -20, Terrifying -30. A constant source of unhappiness that cannot be removed, only mitigated. This alone would increase the challenge.
Likewise, to keep the challenge up, perhaps cave adaptation could double the unhappy thoughts. This would be ON TOP of cave adaptation, of course, meaning that going outside would still make them puke. They're just even more miserable than before. Something like (for sinister) "Glod Thikmore was jumping at shadows lately.", (for haunted) "Urist Thrinbale is afraid of the dark.", and (for terrifying) "Ras Ferkar knows that doom is near." Each of these three thoughts would be -10, and would be cumulative... such that on terrifying maps, cave adapted dwarves would have all three (thus doubling the flat penalty they get simply for being on the map).
This way, you'd be encouraged to NOT wall yourselves inside the safety of the mountain, to prevent miserable dwarves who are ready to fly off the handle at a moment's notice. Of course, these penalties would not exist on neutral or good maps.
The best part of this system is that it works on the current mental process, and doesn't need any special cases for producing more dwarves going insane, or producing more fell/macabre moods. It'll happen naturally.