Last Days by Brian Evenson has really stuck with me, one of the best and most creative in the 'cultist' subgenre. Also seconding Negative Space by BR Yeager.
I will always recommend the Necrososcope series by Brian Lumley - vampires, werewolves, mind powers, and the protag talks to the dead - he makes friends with a dead scientist, learns an equation, and can use the mobius equation to open doorways to anywhere - the first couple of books are slow, but it is soo much fun to read!
I like cosmic horror and a good one I've found is The Abyss Above Us by Ryan Notch. It's the story of a computer engineer hired to investigate why a radio observatory's dish keeps reorienting itself to point at an area of sky with nothing interesting about it.
The astronomers believe it's pointed at a cosmic void, an area of the universe where stars never formed. It's pitch black. Turns out it's actually pointed at something much closer and unimaginably dark in front of those stars.
I just added this one to my TBR! The synopsis reminds me of a shorter Three Body Problem (which I really...liked? I'm not sure that's even the right word for that series lol).