Starting with the best: The Substance, I Saw the TV Glow, Gazer (still playing festivals), Late Night with the Devil, Nosferatu, In A Violent Nature, Strange Darling, Longlegs, A Quiet Place: Day One, The First Omen.
This year was great for showing that less conventional horror films can really make a splash, both in the online conversation and at the box office.
My initial experience of I Saw the TV Glow was actually similar to yours: I liked it a good deal on first watch, but as We're All Going to the World's Fair is one of my favorite movies, Schoenbrun's follow up was always going to be at a disadvantage. But I rewatched TV Glow about a month ago, and it ended up my #13 on the year.
As for Gazer, it's admittedly not primarily a horror film, but has enough terror and surreal imagery and atmosphere that I think it qualifies.