The CN:H version of certain Fey vary from the ones we know in our world. In this universe the Sandman, while occasionally granting pleasant dreams, more often than not induces nightmares. He also steals children from their beds and carries them into the Fey realm.
Leanan Sidhe, meanwhile, is a beautiful muse who grants musicians and writers great inspiration... at the cost of their life. A deal with Leanan Sidhe will grant you the talent to create works which will be remembered throughout the ages, a gift many are willing to pay anything for.
Winter we already know.
As for the fellow in the middle... we'll get to him later. For now, let's just call him 'Sir Not Appearing in This Film' and leave it at that.