Avoiding those already mentioned, Dark Fall is one of the very best Myst-clones I have ever played, set in a haunted abandoned hotel; The Lost Crown by the same developer is an excellent adventure about murder mysteries and ghosts in a foggy British village, perhaps more dreamy than horror due to the main character being prone to take things lightly (not a comedian though) but the atmo is thick and deeply intriguing and the spooky moments rather thrilling anyways.
Dracula: Resurrection and its sequels are classic Cryo horror themed adventures, quite lovely though the third one really spikes up the challenge of the puzzles; Necronomicon: The Dawning of Darkness has those charming prerrendered visuals too but the gameplay maybe has more than the usual jank you would expect from Cryo and the Steam version is or at least used to be bugged requiring a fix some player uploaded.
This very weekend I finished Darkness Within: In Pursuit of Loath Nolder which is a gorgeous adventure inspired by Lovecraft, Machen and the like, and it has a sequel I haven't played yet.
Scratches is another stunning Myst-like set in an old manor house where something terrible has happened, with a touch of curses passed down by a violent ancient people living in the wilderness and worshipping terrible gods; nowadays it's regarded pretty much as freeware by the developers themselves so I provided a link to download.
I'm not sure if they meet the criteria as the supernatural is very subdued but they are really good and Frogware's Sherlock Holmes: The Awakened deals with Lovecraftian commonplaces and Sherlock Holmes vs Jack the Ripper offers a surprisingly dark and violent view of Whitechapel's smoggy streets.
There's also that very brief Dagon free "game" in Steam, which looks great and depicts what you would expect from the title; imagine it as a picture book in which every scene is rendered in 3D with full detail rather a proper adventure as there are no puzzles whatsoever.
There's probably more I've played as I have fallen in love with this niche, but right now the only other one that comes to my mind is Barrow Hill which I have in my library but haven't played yet, looks like another sweet, spooky Myst-clone.