I don’t consider many horror movies genuinely scary. The ones I have, at various times in my life, been actually in some way frightened (or at least shook) by, in no particular order:
The Exorcist (The Version You’ve Never Seen)
Hereditary (a masterpiece in my opinion. Free upvote literally every time I see someone recommend it)
Blair Witch Project
Paranormal Activity
Ouija: Origin of Evil
It (miniseries got me as a kid but Chapter 1 is good too)
Lights Out (not the entire movie but it has its moments and overall a good style)
Candyman (original)
Poltergeist (original)
Autopsy of Jane Doe (another poster reminded me of this one!)
The Taking of Deborah Logan (for like one scene but IYKYK)
The Dark and the Wicked
The Orphanage
Terrified and When Evil Lurks were both solidly unsettling at least
Event Horizon (though I know you didn’t like this one)
Conjuring 1-2 and Sinister too, all at least solid spookies.
Note that this does not mean these are the only GOOD horror movies. There are LOTS that I consider masterpieces that just aren’t strictly all that scary.