Uzumaki would've been the goat of horror anime had it been released
That being said, for whatever reason, horror anime really just doesn't seem to hit the same as live action stuff. Lots of reliance on shock value (esp. gore).
That being said these are the ones I've enjoyed in or adjacent to the genre: Shiki, Berserk, Parasyte, Devilman Crybaby, Ghost Hound, From the New World
As far as I'm aware, there's a lot of overlap of university cops also working for the local PD in some capacity as well.