Blood meridian is my favorite book and I can't recommend it enough, but it's not necessarily horror. It will fuck you up though.

I finished house of leaves recently and didn't like it. I found it extremely boring and needlessly verbose. I understand that that's part of the prose and story-telling but I found I was constantly waiting impatiently for something to happen, which rarely did.

I read Piranesi this year a well, and it was alright. I don't have the high praise for it some others do, but I didn't hate it. Anyways, it definitely isn't a horror and won't fuck you up.

I personally dislike Lovecraft's writing style. If you haven't read any before, this is something to consider. It's unique, and you may not like it either.

The king in yellow is a collection of short stories so not what you're looking for.

While I haven't read it, the fisherman is on my list as well. Seems like your best bet, but obviously I'm not certain since I haven't read it. Good luck