As a fan of horror, my observation is that the best horror (that is, the kind that sticks with you long after you've finished the story) doesn't come from spook

As a fan of horror, my observation is that the best horror (that is, the kind that sticks with you long after you've finished the story) doesn't come from spooky monsters (as much as I love imaginative monsters) or grisly gore, but the nightmares woven into real life. And that's Hellblade in a nutshell. "Unsettling" is a good word for it.