For me, horror doesn't have to scare or be frightening. It can be anything that horrifies a person. Horrifying is a broad term, I know, but think about it. Read a book or short story from a child's PoV about their wild imaginings, the monster in the closet perhaps, and even though it's not scary to you, the character makes you feel the terror and horror that they feel. Read another from an adult PoV where the world has gone mad and everyone has become cannibals but that one character and yeah, I'm pretty horrified.
In my works, it's all about the way I write the story. I can turn as simple a thing as a girl playing tea party with her dolls into something horrible, if I so desire. It's all in the focus and what gets put in and even more of what gets left out. Take the tea party idea. Imagine if it was written without the word doll. For example:
Amber poured tea into each cup for her little friends. They never drank, only sat and stared with wide eyes and open mouths, a perfect circle of agony. When one slumped, she gave each tiny body a swift punch in the stomach.
"Sit up straight, you silly girl," she snarled. "The queen doesn't like lazy maids."
Now, that in its self isn't horrifying, but what if it went on to describe how each "friend" was missing an eye or a finger, an arm with chunks missing or marred and scarred by tiny teeth? You can turn a tea party into something very horrible indeed. It's all about delivery and what you choose to say or not say. You may guess that Amber's friends are only dolls, but there's always that question, isn't there? And even if they are, what could have happened to any young girl to make her treat her beloved babies in such a manner? Or, even, what if Amber isn't a little girl at all? What if she's a thirty year old woman? Makes you wonder wtf a grown woman is doing having tea parties with dolls or perhaps even dead children. Delivery is the most important thing. Anything can be horror. It's how you write it that makes the difference.
With any form of writing, each word has a purpose. It's there for a reason and what is missing is not there for a reason. It's precision and placement. Horror can be nothing more than a stroll in the park, but how you go about that stroll is what can make it horrible or not. I hope this isn't actually as confusing as it sounds, so I'll stop there.

I tend to ramble.
Peace and love
~Ellen