The secret to a horror game is to keep everything hidden from the players. They will not fear things they understand. As soon as there is a 'monster' they will know they can kill it.
Gore is not scary and not is violence. You want to strip everything away from the characters without giving them a chance to hit back. Have NPCs vanish when every they are alone, have they characters 'think they saw something' but not give them and hard facts. You want them reacting and always half a step behind.
PCs thrive on taking the fight to the enemy and killing first and to help with the questions. Turn that around and leave them with loads of questions and nothing to kill but at the same time something killing them and theirs.
I prepared handouts of nightmares characters the characters had during the night and drip fed them out over the session. I kept limiting the characters options and at the same time pulling them in more directions.
My game ended with all the PCs hiding in the attic waiting for dawn so they could run away. They had solved most of the underlying evil and learned what they had to learn but to them it didn't feel that way. They just wanted to survive.