Incidentally, I maintain a list of every horror movie I've watched on IMDB. No reviews, but you can see my ratings, and that might help you decide whether my recommendations should mean anything to you or not.
The Lodge is a tense, atmospheric slow-burn that has strong performances from the entire cast, especially Riley Keough and Alicia Silverstone. One of the best films I watched this year, never mind this month, though I understand why the reaction has been mixed. What I don't understand is why a number of reviewers claim that nothing happens or that it's a classic example of style over substance. There are movies out there that warrant such charges, movies whose endings you literally cannot spoil because they don't really have one; this is not one of them. It is slow, but plenty happens. If you prefer fast-paced slashers, with blood flying at the screen every thirty seconds, give this one a pass. If you enjoy intense character studies and a slow descent into madness, give it a try.
Demon is also a tense, atmospheric, slow-burn, which is probably my favorite kind of horror these days. It's primarily in Polish and some of the most important plot points occur offscreen, so don't have this on in the background while you're doing other things. I can't help but wonder if that's how some of the people who left reviews on IMDB watched it, because here too there are accusations of nothing happening. It's easier for me to see why someone might think that of Demon than The Lodge, but if you're willing and able to assemble some pieces, you should see a tragic tale about what happens when a family, a community, an entire nation, is a little too eager to bury the past.
Nocturne doesn't offer anything new in terms of premise, an artist willing to do anything to succeed, but the execution is masterful. Again, there's more tension than terror, the pace is pretty slow, but if you have a taste for that sort of thing you should appreciate this. An absolutely amazing performance from Sydney Sweeney. The biggest criticism for this one concerns the ending, which is somewhat open to interpretation. It's not wide open, though. The camera doesn't cut away at the last second or linger on a spinning top or anything. And I thought there were pretty clear hints that one of the two possible interpretations is more plausible. I'll grant that it could have been more definitive, though.
The Deeper You Dig may be the most criminally underappreciated movie I've ever seen, having fewer than 600 ratings on IMDB (YouTube "movies you might have missed" videos regularly feature movies with 10,000 or more ratings, while your major releases tend to have 100,000 or more) at the time I wrote this. The father/mother/daughter trio that wrote, directed, and starred in it all give strong performances, and the editing, cinematography, and other technical aspects are more polished than you'll find in many movies with much larger budgets. The story is fairly simple, but you don't get that seen-this-a-million-times feel, and the characters feel like real people instead of archetypes.
Scare Me succeeds as both horror and comedy, which is rare. It also offers a scathing indictment of mediocre white men. Depending on your politics, that may detract from the enjoyment, but it added to mine. Aya Cash is amazing, as are Josh Ruben (who also wrote and directed the film) and SNL's Chris Redd. The sound effects elevate the campfire tales, and Fanny's comments on Fred's unimaginative efforts are both amusing and apt. You needn't have any aspirations as an author to appreciate this film, but you kind of owe it to yourself to watch it if you do.
Honorable mentions for movies I watched this year but not as part of my month-long celebration of Halloween: The Rental, After Midnight, Host, Greenlight, Ready or Not, We Go On, and The Poughkeepsie Tapes.