One I've been following is Agony. Unfortunately there doesn't look to be a release date. Closet would be The Evil Within 2, like the above user mentioned. That will be out in 12 days. I still need to finish Outlast 2 and Observer. Then there is always Perception if they ever patch it so platinum is possible.
Death Stranding could technically be an upcoming horror game since its borrowing a lot from what was most likely going to be in Silent Hills before it got canceled.