I very rarely use Darklords. Simply put, most PCs are not significant enough to get attention from the Big Bad. If they survive long enough and poke their nose enough in Darklords business, then they get noticed. And even then, Darklords first send their henchmen to deal with trouble makers.
For me, it works best if Darklord is evil presence looming in background, making his moves behind curtains. PCs hear about them, see some of the outcomes of their deeds, but they can't interact with them and can't go directly against them ( i mean, they can, if they want to storm Castle Ravenloft as lv 5 group, their funeral, squad of vampire guards will wipe them out before they even set foot inside of castle).
My favourite is show them how futile their attempts are. No matter how hard they try to cleanse the Domain, they can't stop every monster, they can't save every NPC, and in the end, they cannot win ( winning is surviving to fight uphill battle another day).