Recommend every horror fan plays Observer - from the same developer of Layers of Fear, and has a really unique take on the genre. Cyberpunk and horror is a great mix.
I love Edge of Nowhere, the VR horror game Insomniac made for Oculus Rift. Not so much jump scare as creepy twisted mess, and it’s a lot of fun to explore everything in that unique perspective.
Ok I’ll be less willfully obtuse. Alien Isolation. If you’re a fan of the original Alien, they did such a stellar job of recreating that world. The tension is glorious and palpable.