I think that D&D is an absolutely terrible game for trying to create a sense of horror in play. The only time it is even remotely possible is at low levels where PC competence and survivability are very low (the cutoff depends on the edition), and even then it is a specific "I'm going to get killed" sort of tension rather than actual horror. Mechanically, the only way to induce horror in D&D is to break the standard rules (instant death instead of HP loss, for example, or something like domination that represents a loss of control). Ultimately, PCs are too competent and the mechanics too codified for real fear to creep in. And, on a different horror scale, D&D characters generally don't have enough to lose, emotionally, for personal horror to mean much.