I second Betterman! What a good series, and I don’t even watch horror (anymore)
Monster. Possibly the best anime ever, so not underrated... but if you haven’t seen it, give it a try.
Also, Elfin Lied, it’s older but I thought it was good.
The Promised Neverland? Not sure if that is technically horror. I certainly found some of it horrifying. Classified as dark fantasy series though.
Let us know what you end up watching!