

Not what you’re looking for, but I think Shinsekai Yori and Made in Abyss have pretty impactful psychological horror elements. I haven’t gotten around to watching Higuarashi, but it’s well known as a (apparently psychological) horror anime.
I do agree that the medium limits the visceral impact that visual elements have. Despite that, I was still fairly grossed out by some select scenes in Orb: On the Movements of the Earth.
Also, if you want something like a horror movie, you probably want a movie… The same suspense can’t be sustained over separate 20 minute chunks.
Movie or not, I don’t think there are many anime that are even attempting to fulfill your horror desires.
You know what, I do vaguely recall it being difficult to follow season 2’s CR subtitles. At the time, I think I chalked it up to being due to the source dialog being convoluted.