I think what I wrote for Vexen's permissions might fit what you're talking about. I would say he feels like a cool night sky, scattered with bright stars in the darkness. However, there is a warm, living light within him, small and fragile still but with the sense that it could grow into something stronger.

Or to go in another direction, Thanatos is surrounded by many threads. Some he must cut. Others just are there. A few connect to him, and the most notable one is made of shorter threads of red and darkness knotted together to form a longer thread. Whichever might work best for you.

Thanatos probably has control over his energy, but he's also not one who needed to hide his presence or even assume another like some gods might.