There is a lot of grim stuff, but nothing too spooky.The hole with the cult of the eyeless is some lovecraftian shit.
It's fair to say that BG2 has some Sci-Fi horror, but a lot is an overstatement. It comes up rather regularily but it never is one of the dominating aspects of the game.
I mean, you do go around with Yoshimo's beating heart in your backpack for a while.