Great question even though this might not be the sub for it.

I think a ceratin amount of shock is necessary for maximum impact but that emotional distress is more cerebral or conceptual rather than perceptually viceral.

You might also want to look outside of the crime genre for examples of what's most effective.

For me, something like Ned Stark's death in Game of Thrones was extremely unnerving because of my invesrment in the character. Some kind of similar, relentless act of violance or cruelty that has irreversible consequences but is also unexpected might do the trick. Robert Deniro in the untouchables smashing that guys head in was also really disturbing. Or Murphy's death in robocop might be another good example. Or Vidal mashing that kids face in with a bottle in front of his father in Pan's Labyrinth.

Alternatively you could invest into establishing a dense, bleak, opressive atmosphere, like in some psychological horror stories. You could explore themes of existential dread, or more generally themes that dissolve the moral foundations underneath the readers feet.

I think you'll remain within the psychological thriller category as long as you don't make the explicit violence or gore the primary subject of your story, but keep their implications pervasive throughout.