the lobster had plenty of psychological horror, was an all around great movie. it is more dark/absurdist comedy than horror, however.
the alchemist cookbook (2016) is a greek horror movie, absolutely visceral with great performance, superb setting and just really lots of fresh ideas.
like I mentioned in the other thread, the witch: a new england folk tale is a must watch. definitely one of the best horror movies of the decade so far.