I've only played a few VNs that could be even nominally associated with horror so don't exactly have the most intricate knowledge of this theme. Saya no Uta, Muv-Luv Alternative (you know the scene), I Walk Among Zombies, and Sakuranomori Dreamers probably come the closest to this from the VNs I've read, though often they only contain single instances of it that might not actually classify as horror. That said, Saya no Uta wasn't particularly unnerving at any point since nondescript gorelands and violence, while visceral, isn't exactly that disturbing to me. The zombies in IWAZ aren't all that unnerving either, despite me finding the concept of zombies themselves somewhat offputting.
Only Sakuranomori Dreamers really came close to unsettling me at different points, some of the CGs display that fairly well, really morbid expressions, faces and mutilations that contrast very clearly with the rest of the VN.