Since Kaidan - Japanese horror (PFRPG) is indeed a horror setting, all the adventure modules released thus far incur all these elements to instill fear.
In the Curse of the Golden Spear trilogy of adventures for Kaidan, each module uses a different flavor of fear to instill the right measure of horror and each are different to fully explore the concept.
In
Part 1: The Gift, the party encounter at least two very haunted areas. The first one begins as a simple stop over on the trail, a country inn or ryokan. In that encounter, a simple farmhouse turned into an inn seems very much unprovocative. Combining enigmatic dream sequences, discovery that the food you ate on the prior evening consisted of dead rats with an illusion of being something else is step one. When other guests turn out to be ghouls, and the former innkeepers are powerful ghosts - the change of expectations from first encounter to combat can be a scary transition.
Also part of the Gift is another horrific encounter consisting of undead children - victims of a serial killer now as zombies. Using children in this way is very discomforting and enhances the feelings of horror.
In the second adventure,
Part 2: Dim Spirit, horror turns to dread as the party discovers several of it's members now carry a curse that will kill if trying to escape or venture too far away from their previous venture. Now the local lord is sending his troops to capture the party and overwhelm them - it becomes a survivor module.
The third adventure,
Part 3: Dark Path is an exploration of the various phobias people have including: spiders and spider swarms, total darkness and closed in spaces, and other well established phobias.
In the free Kaidan adventure,
Frozen Wind, survivor horror is the theme in a high mountain monastery caught in a fierce unseasonable snow storm. The temperature is dropping 10 degrees a minute, reaching deep subzero in a very short time. All the fires have gone out, and fuel cannot be easily found. The former monastery inhabitants are all dead, and are rising as frozen zombies. Ice oni and a yuki-onna (snow woman oni) is determined to kill all remaining monastery residents (the PC party) and trying to summon a powerful insane kami to win the conflict. With a lack of healers among the pre-gen PCs, survival becomes even more harrowing.
All four adventures above are 4 and 5 star rated by the reviewers suggesting that the attempts at fear inducement is quite successful in all of them.
#30 Haunts for Kaidan, explore truly horrific and detailed haunts some as multiple linked haunts, all as part of larger story elements. Haunts are among the featured elements of Kaidan that truly explore concepts of horror. This book, like no other instills the essence of fear that haunts should induce, that other modules and supplements seem to fail in comparison.
Looking for horror elements for your roleplaying? Look no further than Kaidan to accomplish that.