I’d second a lot of the choices on here: The Girls of October and The Loney are both great. I’d also recommend Andrew Michael Hurley’s Starve Acre - I think this is my favourite book of his; wonderfully creepy throughout and ends on a truly disturbing image.
I’m also a fan of John Langan: The Fisherman and House of Windows are excellent.
If you like your horror with a religious angle, check out Gethsemane Hall by David Annandale. I remember been genuinely freaked out when I realised what was happening in this.
Gemma File’s Experimental Film is worthy of your attention and Alison Littlewood’s Mistletoe is a very creepy Christmas ghost story.
I really enjoyed Wild Fell by Michael Rowe; this is another one that becomes even more disturbing when you come to understand what’s really going on.