Okay, first my initial comments upon reading through:
As for the concept in general, I feel like I need a little more. The idea is creepy enough, but on its own it's been done. To what purpose are the entities in the basement doing this? Do they gain anything from it? Are there larger implications to the outside world? Have they communicated with anyone beyond the message on the wall? I think to make this truly work, we need some sort of twist on the monsters. As it stands, I'm not sure that it's enough that they just get off on doing fucked up stuff to people.
I like the interview, however, I feel like the Agent side of the conversation is unnecessary. The things that the D-Class is talking about should be horrible enough on their own. We don't need an audience stand in to point out how twisted he is. In fact, having a detached, clinical researcher conducting the interview may make it even creepier.
This is a decent start, however it needs something more for it to ultimately succeed. Maybe there's a test where the Foundation sends a D-Class with a camera down there, and the basement guys use it as opportunity to fuck with observers, giving us a little more insight (but not too much) into how scary this SCP truly is.
I look forward to seeing the changes you make; I think this can be very good.