The Colour out of Space

By H. P. Lovecraft

https://www.hplovecraft.com/writings/texts/fiction/cs.aspx

I'm not sure if these are quite the same sort of thing you're looking for, I haven't read any of the examples you provided to compare, but two podcasts that are personal horror favorites of mine and kind of feel like they might sort of rub up against what you're looking for- Old Gods of Appalachia, and Alice Isn't Dead

You might like a horror podcast:
https://www.thesiltverses.com/
or
https://www.oldgodsofappalachia.com/

• The Indian Lake trilogy is slasher series set in remote Idaho
• Beware the Woman is a claustrophobic thriller set in a cabin in rural Michigan
• Mister Magic is a modern retelling of IT (loosely) set mostly in the basement of an abandoned house
• The Terror (Dan Simmons) is about a supernatural entity assailing a group of marooned sailors in northern Canada. Based on a real event and later adapted into a pretty good TV series

"The Only Good Indians" by Stephen Graham Jones. Watch out for deer. You never know.

I've only just started reading this, so I can't guarantee that it fits the brief, or that it's good: look into The River by Peter Heller.

From the best-selling author of The Dog Stars, the story of two college students on a wilderness canoe trip--a gripping tale of a friendship tested by fire, white water, and violence 

Wynn and Jack have been best friends since freshman orientation, bonded by their shared love of mountains, books, and fishing. Wynn is a gentle giant, a Vermont kid never happier than when his feet are in the water. Jack is more rugged, raised on a ranch in Colorado where sleeping under the stars and cooking on a fire came as naturally to him as breathing. When they decide to canoe the Maskwa River in northern Canada, they anticipate long days of leisurely paddling and picking blueberries, and nights of stargazing and reading paperback Westerns. But a wildfire making its way across the forest adds unexpected urgency to the journey. When they hear a man and woman arguing on the fog-shrouded riverbank and decide to warn them about the fire, their search for the pair turns up nothing and no one. But: The next day a man appears on the river, paddling alone. Is this the man they heard? And, if he is, where is the woman? From this charged beginning, master storyteller Peter Heller unspools a headlong, heart-pounding story of desperate wilderness survival

It’s a bit strange not to see Arthur Machen mentioned. It might be a silly question, but have you read “The White People”? It’s what “The Twisted One” builds upon. Cotgrave, Ambrose, The Green Book – all that comes straight from Machen’s story. I do not know, if you are going to like it, it’s being written more than a century ago... but if you do, Machen has more like this.