Reddit reviews Ravenloft The Covenant (11 Book Series)

You might want to give the Ravenloft series a try. It's Dungeons and Dragons in a gothic setting with emphasis on vampires and zombies and the like. I don't know if any of the books are actually good, but it'd be worth giving a shot.

I would also recommend Neil Gaiman's Sandman. It's more on the fantasy side of the genre but it's got some really terrifying sequences in it, especially in the early volumes, and absolutely has a dark, gothic edge.

Another series in that "dark fantasy but not quite scary" vein is Karl Edward Wagner's Kane. It's a sword-and-sorcery type setting that rarely becomes truly terrifying but might be dark enough for your liking. I actually read my first Kane story in a Weird Tales compilation, so it at least has that kind of horror cred behind it. Don't read it if you despise Lovecraftian-style racism, though.

I found them all here