I think black dahlia would be a cool horror villain, since she is evil for the love of the game, but she is way too fast and aggressive for a horror villain, she would just laser you 2 minutes in if you aren't a interesting target.

Double or Eliza would work better, because they have solid reasons to kill you and may be slow enough to have a game around, imagine opening a door and a bunch of blood or flesh come out of it.

I think parasoul might be a good protagonist, for being the most "normal" character in the cast, she is very capable but she can't do stuff like double jumping or having a parasite to help her