In no particular order:
Alex "Civil War" Garland: Annihilation (Adapted by), Men
Jordan "MadTV" Peele: Get Out, Nope, Us, Him
Ari "Eddington" Aster: Hereditary, Midsommar
Robert Eggers: The VVitch, The Lighthouse, Nosferatu (Adapted by)
Zach "WKUK" Cregger: Barbarian, Weapons
David "No, not THAT one" Mitchell: It Follows, Under the Silver Lake (probably more of a 70s paranoid thriller than horror)
Osgood "I mispelled it in the image but I'm not fixing it" Perkins: Longlegs, The Monkey (Adapted by)
Julia "Heir to the Cronenberg kingdom" Ducournau: Raw, Titane
Panos "I did it before it was cool" Cosmatos: Beyond the Black Rainbow, Mandy
I really like Peele's movies. I don't usually get scared by horror at all, but he seems to know what gives me existential dread. Plus Nope is [Spoilers]
spoiler
a good modern take on Jaws, alien and kaiju movies. It made me scared of clouds for a month. Jean Jacket resembles a lot of deep sea creatures I've read about in the real world that slowly consume their prey alive, and the thought has always made me uneasy.I also liked Annihilation, but it helps that it's loosely based on a pretty good book by Jeff Vandermeer, who does some fun weird fiction (I recommend Borne, which is not in any way related to Jason Borne, but rather a fun distopian biopunk romp about raising an Eldrich abomination.)
Jeff Vandermeers books are what introduced me to China Mieville, a great author (and a leftist). Perdido Street Station is up their as one of my favorite books now.