I must be one of "those" guys, can't really think of anything specific in movies which scares me. Several scenes from various David Lynch films & tv shows have creeped me out, but it's not about specific types of scary things, but the way he manipulates dread like a painter manipulates colour.
Sounds to me like you're more unsettled with the well executed bizarre storyline than classical horror then, thanks for humoring me! Maybe a well executed movie about madness from within, with bizarre details would do the trick for you then.
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