Taking inspiration directly from Tara's fluff in The Dead of Winter, you could always have a go at recreating the stone maze. There might also be a way to rig sections of the wall to spin on an axis, like secret doors. Could be fun chasing other minis through a maze like that!
For Collette you could also have a go at an abandoned theatre - broken lights, glass everywhere, costumes etc. Maybe even a trap door in the stage? If you felt REALLY creative then you could always go full Phantom of the Opera and style it on the Parisian Opera House, all gold and red velvet. And maybe even a Phantom's Lair underneath the theatre!
Von Schill strikes me as something of an organized ex-military guy, so maybe a training camp? Tagets, weapons, maybe even target dummies around the place. Oooh or an obstacle course, netting, tyres/obstacles on the floor, walls to climb over.
These all might be a little OTT but hopefully there are some ideas that will inspire people!