Elijah is probably the only one Klaus listens to. Elijah tells Klaus not to kill Agnes and Klaus, even though he's just itching to tear her throat out, complies. And that delighted, proud smile when Elijah massacres the lot of them :D
100% agree with you that Elijah is more terrifying than Klaus. With Klaus you know what you get, he is highly impulsive, extremely emotional and insecure and tends to lash out. But with Elijah you just never know where you stand. He'll politely smile at you one seond and rip out your heart the next. He is calm, composed, calculating and when it comes to protecting those he loves he is ice cold and ruthless. Them being such polar opposites is what makes Klaus' and Elijah's interactions so incredibly fun. My favorite duo :)