I see you liked Saya no Uta. Great VN. While I can't think of anything similar to that, I suggest you give the When They Cry games (Higurashi and Umineko) a try. There's more mistery rather than full-blown horror, and Higurashi isn't really fantasy (Umineko can be considered modern fantasy, I guess?)
While I haven't read it yet, I heard good things about The House in Fata Morgana, and it's both fantasy and horror if I remember correctly.
If you want to go more heavy on the horror side of things, you might want to check out Corpse Party, but 1) It's more of a game than a VN, and 2) It's full-on Japanese horror.