A version of the singular Yamabe problem in smooth domains in a closed manifold yields complete conformal metrics with negative constant scalar curvatures. In this paper, we study the blow-up phenomena of Ricci curvatures of these metrics on domains whose boundary is close to a certain limit set of a lower dimension. We will characterize the blow-up set according to the Yamabe invariant of the underlying manifold. In particular, we will prove that all points in the lower dimension part of the limit set belong to the blow-up set on manifolds not conformally equivalent to the standard sphere and that all but one point in the lower dimension part of the limit set belong to the blow-up set on manifolds conformally equivalent to the standard sphere. In certain cases, the blow-up set can be the entire manifold. We will demonstrate by examples that these results are optimal.