They should have a Horror Movie tag or something similar.
Seems pretty niche of a niche. Is there a plethora of series chapters or doujins that would warrant an entire tag devoted to this? Or even more important, how many people would actually be looking for this tag, and how much relevance does it have in identifying a work? If you look at the "Tags" page under the Directory, there's a comparatively few amount of tags that this site uses. You'd need to demonstrate some pretty strong supply AND demand for a brand new one.