Let's talk about horror in tabletop roleplaying & how to communicate it effectively, because it requires different approaches from TV & film, and even from video games really.

The goal of horror should be to unsettle & have a threat. The best way to do that is with the unknown.
Film accomplishes this by often withholding the horror. Glimpses of the monster are much more effective than showing the thing itself. In fact, some of the magic of horror is almost lost when the full thing is finally seen.

And with TTRPGs, this can often be achieved quickly.
Because, unlike film & video games, the "viewer" of the horror has fully agency.

Sure, you could railroad your players through a horror house like a video game might, but part of the appeal of TTRPGs is not doing that.

So it becomes a battle of what information is known.
And you could withhold information easily, but there might be moments where your players get clever & are able to glimpse something before it should be fully seen, view the horror before it is supposed to be seen.

Which is why TTRPG horror is best rooted in that which surprises.
Instead of trying to give players only glimpses of the whole picture, give them pictures which don't make sense.

If your players open a door they think will lead one place, have it either lead to something else or have the place be offset somehow.

It's easy to build on this.
Repetition is something which also breeds an air of horror. Think about the demo P.T. All it was was one room, repeated in a loop, with minor details changed every so often.

Think of that when you're designing TTRPG horror. Think of what that would do to your player characters.
Because the unknown is something that TTRPGs are set up to tackle defeating. Between perception checks, magic, & clever roleplaying, a lot of horror can be seen through quickly.

So instead of the unknown, root your horror in the unexpected. Give your players unexpected answers.
When they shift into the shadow realm, have it be full & bustling. Have shades be right beside the party completely ignoring them. Have the house they're in be burnt to the ground.

When they look down a hallway, show them a friend. Have that friend be off on closer inspection.
TTRPG players are inquisitive sorts, so the best horror for them is often rooted in that which does not make sense, that which they didn't expect to find, that which they wouldn't even have thought was possible or realistic.

Don't give them the unknown. Give them the unexpected.
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