The key to truly scary horror is only having your wits to survive regardless of the type of horror. Otherwise, it's just another D&D undead encounter.
(That is, most zero level characters don't have anything but their wits)
Pure slasher, horror, maybe.
But a lot of horror is about people who are ostensibly high level, fully equipped heroes who have trouble despite having every advantage. In Alien (and a similar Mothership game), the characters are backed by science and tech well beyond our own and still struggle. In Dracula (and many similar Victorian-style RPGs), the characters are high class, wealthy, and have the best manpower and medicine that money can buy and still struggle. In Call of Cthulhu the players have guns, state-of-the art travel and forensics, and still struggle.
The issue in those settings is that the horror-thing (whatever it is) plays by a different set of rules that finds ways to subvert the characters advantages. But critically, the characters still have those advantages, and the horror-thing absolutely must play by some set of rules. This allows the type of narrative where the players are powerful but still forced to be creative. And the enemy isn't easy to take down, but also follows a logic that allows a meaningful conclusion (as opposed to an invulnerable monster that pops up for jump scares in Act 1 and inexplicably dies to the plot in Act 3).






