His history would be a great setting to be honest! Neither I nor Sombra have any topical issues (her life might not have been easy, but traumatic...not really, and she's been on the internet for a long time) so if there are any scenes you want to run with from his canon for them to explore, I'm down - and since her own spooky monster friends are following her footsteps they could easily creep into his projected surroundings while she's helping him ignore his own trauma.