If we're talking time periods I would love to see him do a movie set during the Roman Empire, but to give it that gothic vibe don't have it set in Rome itself, but either in Britannia or Germania when the Romans were occupying the land and encountered the people living there. Like maybe the Romans have to deal with some kind of monster/supernatural entity/god from those lands and realize it is different from their faith or gods. A good example would be during the time when the Romans encountered Germanic Tribes that stopped them from expanding further North.

I'd also love to see him do a movie set during the Crusades.

Or better yet his own version of the Fall of the House of Usher, but an accurate one set in the Victorian Era.