And I'm going to disagree hard. Daggerheart's mechanics with a couple of fairly simple rules in the campaign frame do more to support horror than Call of Cthulhu does. Losing (maximum) hope is far more impactful than losing Sanity because it's not such a restricted resource - and With Fear results are great for horror.
My players noted a horror edge to the QP module.
I doubled down on it in my follow-on.
I set up a buffed wraiths encounter (Tier 2 wraiths), with the questions:
"What hell does this section of woods make you think of?"
and "Who from it does that tree there remind you of?"
Then the wraiths having their shapes and memories...
This did change my intent for one of them... as he was an old schoolchum at the chaos cult they both were trained as sorcerers in. He wasn't dead; he was a fragment from exposure to raw chaos... and a violent and desperate shade.
The others... the Giant, Kara, mentioned a former compatriot, lost in the Crystal Caves... who turned out to be a would-be lover, too... Litwyn pleaded with Kara to turn back.
Barnacle picked a cave in that took his friend Horus, a Fungril, and smashed him. Horus reluctantly used his new powers, as a warning.
they had to destroy their friends... and Kara couldn't. But Kara convinced Litwyn to let them pass... a deal signed with a (literally) searingly painful kiss. Litwyn guided them to a potion before fleeing into the Sablewood.
At the end, there was a poigniant scene where Litwyn tells Kara to live her life, then be buried back here, so they could be together in their unlife...
It can do some kinds of horror just fine, without much intent. Age of Umbra is a touch of horror as well...