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
It's worth adding the Philippou brothers to this list. I thought Talk To Me was a very strong debut and Being Her Back fucked me up more than any horror movie since Hereditary.
I haven't seen it, but I think it's funny that Jordan Peele is still getting saddled with "credit" for Him. He put his name all over it, it got critically shat on, and now nobody can tell you who actually directed it.