Let me start by asking what scares you: I don’t mean simple phobias, but at a more fundamental level, what makes something scary for you? If you understand this, you can write horror that will stick with your reader.
For me, this is the stipping of power, not in a political sense mind you, not the power one can hold over other people, but power over oneself and your body. There are two ways, in particular, I have found to resonate. Body horror, and general smallness. Since body horror is more specific, I will start there.
Body horror is based on biology, it is horror derived from the violation of the human body. It is a subgenre of horror where the subject loses all control of what is happening to them, and of course since it is their own body, it is impossible to escape that horror. You need to look no further than the works of Junji Ito for example. That about sums up what is so terrifying to me, the concept of not only losing control over your own fate but also not being able to escape the horror.
This is what I would describe as the apotheosis of what makes something truly scary to me. You as the writer face a challenge when writing horror, that due to the fictional nature of whatever medium you work in, your audience can always escape. Now, this is obviously a good thing, I am not advocating kidnapping people and forcing them to read your work just because it might make things scarier, but you need to simulate that loss of control somehow. One of my favourite pieces of horror media, House of Leaves, does this by having the character of Johnny reading the same book alongside you, he slowly falls into madness from the feelings the main story forces upon you, making you question how much you are really able to escape the effects the book is having on you. This is a long-winded way of saying, that in my opinion, to write effective horror, you must strip control away from your audience. And more importantly, make your characters totally powerless against the horrors they face. That is how horror sticks with you. It may be satisfying to see Dracula slain, or see Jason die for the millionth time, but the horror that sticks with you, the horror that lingers, is that which you don’t have hope against