Good horror would be Menmosyne or Ga-Rei: Zero (not really scary but has lots of blood and creepy moments and has romance). If you really wanna get horrific you could try Bible Black.... <.< I STRONGLY wouldn't reccommend it though.
I would give my romance stuff but you probably wouldn't like it so ;3
1. Mirai Nikki. That is literally the two things you just said fused into one anime. c: Also, if you are a fan of yandere characters, then you will find this anime as a favorite pretty quick. It's reminiscent of a Hunger Games-esque plot (I mean by this that you have several 'players' and only one can get out alive. In other words, this anime plays out like a wild goose-hunt survival story!)
2. Puella Magi Madoka Magica- Well... it's not so much gory as it is psychological-based, and to a tamer extent. I know it looks really cute and fluffly on the outside with the colorful and cute character art, /but it's all. a. ploy./ It's purposefully supposed to make you comfortable and trick you into thinking it's your typical magical girl anime, but it is far, far, far from that.
Mirai Nikki's first opening is below. c:
Here is a pretty epic AMV I found for Puella Magi Madoka Magica, if you wanted to see how it's like: link
there aren't any anime or manga that i have seen is better than MIRAI NIKKI because it have all sort of romance,action and maybe horror MIRAI NIKKI is the best anime ever but unfortunately the manga have more action than the anime i wish the anime MIRAI NIKKI maker decide to make a second season even if it will finish after 10 years i only made this account to answer this stupid question
I know 2 good horror animes:
1. Puella magi madoka magica- A story about this ordinary girl "Madoka" who encountered his cat like creature "Kyuubey", It offers a contract to make them magical girls who fight witches, this is not just an ordinary shoujo sparkle sparkle anime, it is dark fantasy with blood and some disturbing images, and yeah..
2. Danganronpa: Animation- It is about this guy "Makoto Naegi", an average student who got selected as the Ultimate Luck and he gets to spend the rest of his life in Hope's Peak Academy, btw it has pink blood. (Just watch the rest of the series 12 episodes)
(A picture of Kyuubey.. hahaha isn't she cute coughcough)