Man, if we’re talking dangerous locations as a character in themselves, I keep going back to Andy Weir’s 'Project Hail Mary.' The alien ship and the various star systems Ryland Grace navigates aren’t just backdrop—they’re actively trying to kill him through radiation, gravity, or sheer alien weirdness. The entire plot is a sequence of terrifyingly beautiful, lethal environments he has to science his way out of.
Then there’s the classic 'The Lost City of Z' by David Grann. It’s non-fiction, but reads like the most harrowing adventure novel. The Amazon jungle itself is the antagonist—disease, hostile tribes, starvation, the whole bit. It makes you feel the damp and the dread. For pure, old-school exotic peril, you can’t beat the Himalayas in 'Into Thin Air.' Krakauer’s account of the ’96 Everest disaster is the definition of a location that is breathtakingly majestic and utterly, indifferently deadly.
Honestly, sometimes the most dangerous location is another planet or the deep past. 'The Dinosaur Lords' by Victor Milán has this wild setting where knights ride raptors into battle—the 'exotic' part is the alt-history world, and the 'dangerous' part is, well, everything with teeth.