I can't watch horror films, I've seen enough actual gore on the web that seeing fake gore doesn't phase me and I don't really react to jump scares.
I think the scariest films I watch are when characters are high up near a ledge and they seem like they might fall, that makes me uncomfortable. I honestly find even non-thriller scenes, like literally a casual scene of a character on top of high building is scarier to me than any horror film I've ever seen.