Recently played into the depths, and was wondering if there was any good other horror mods.

There's Granitehall and No Mercy by thirteenoranges, though both are (very) short.

I haven't been able to play others like Lord Balmers Playground so hopefully someone else can offer some better advice. I would stay away from "The Fifth Gate" as it has a lot of dirty edit changes to the rest of the game.