I've been thinking about this for a while. All seven of the Ghosts arguably have at least a bit of 'darkness' in them-they are shinigami, after all, and while they are good and kind people (except Landkarte), we have to remember that they're not quite human. But I can't help but feel like Frau's darkness is more, or deeper, than that of his fellow Ghosts, except Landkarte.
Labrador's uncle foretold that Frau will 'disappear from this world', and Frau didn't seem at all surprised or shocked to hear that. Not only that, after Frau killed Marie's lover and devoured his soul, he was shown saying, 'You and I will fall together to hell.' And then there's also the fact that in anime episode 18 and manga chapter 17, Frau says to Mikhail that he wouldn't mind dying by his (Mikhail's) hands. I've been wondering why Frau would want to die by the hands of an angel. Oh, and there was also the chapter where Frau says something about him being surrounded by darkness, and Teito is his light. I don't remember the exact quote in its entirety, but I do recall that it was something along those lines.
I wonder what all these little signs and clues add up to. Could it be that Frau has some kind of grim destiny that he's already foreseen, or that he already knows about? And if so, what could it be?