There are a few of names from lore that get reused and repurposed.
One of the first that came to my mind was Shangri-La. It seems to fit the first part of what you seek (a place where unusual, mysterious, possibly magical, occurrences happen), although it often refers to a utopian place without the dark aspects you describe (that is, a place that only the desperate, mad, or naive would seek).
The word originated from a 1936 work, but it has been reused so much that most English dictionaries have an entry for it. Collins defines it as "a remote or imaginary utopia" and attributes its origin to "the name of an imaginary valley in the Himalayas, from Lost Horizon (1933), a novel by James Hilton."
However, some have used the word in ways that could make it seem more mystical and dark. For example, a book entitled Lost in Shangri-La is described as "a gripping non-fiction adventure narrative .. an untold true story of war, anthropology, survival, discovery, heroism, and a near-impossible rescue mission."
Another in-the-dictionary locale is Xanadu. The word originates from an early 19th-century poem, but some dictionaries indicate that it can be used to mean, "An idealized place of great or idyllic magnificence and beauty." Again, there's not much dark side there, but, for the purposes of a fantasy game, I'd deem it acceptable.
Another interesting term is Hotel Califiornia, which hasn't wormed its way into dictionaries yet, but Wikipedia mentions:
The lyrics weave a surrealistic tale in which a weary traveler checks into a luxury hotel. The hotel at first appears inviting and tempting, but it turns out to be a nightmarish place where "you can check out anytime you like, but you can never leave". The song is an allegory about hedonism, self-destruction, and greed in the music industry.
All three of these locales show up on a Wordnik list of metaphorical places, and another entry on that list – bedlam – seems far less utopian, although it would emphasize the "unpredictability" you seek.
The word bedlam now means "a state of noisy confusion," but its etymology is interesting:
"scene of mad confusion," 1660s, from colloquial pronunciation of "Hospital of Saint Mary of Bethlehem" in London, founded 1247 as a priory, mentioned as a hospital 1330 and as a lunatic hospital 1402; converted to a state lunatic asylum on dissolution of the monasteries in 1547. It was spelled Bedlem in a will from 1418, and Betleem is recorded as a spelling of Bethlehem in Judea from 971.
In short, if there's an exact translation of uroczysko in English, I can't put my finger on it, but there are some interesting and exotic words that seem to dance around the edges. And then there's that place Rod Serling made famous:
“You unlock this door with the key of imagination. Beyond it is another dimension: a dimension of sound, a dimension of sight, a dimension of mind. You’re moving into a land of both shadow and substance, of things and ideas. You’ve just crossed over into… the Twilight Zone.”