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'm told that Australia is currently having a horror renaissance. Talk to Me and The Surfer are the two I've actually seen, and I enjoyed both a lot.
Annihilation is one of the scariest movies I've ever seen without having a single real "scare". I felt different after watching it.
Nope is pretty great. I didn't think it was as good as people were saying at the time, but still very very good.
A much older example that I watched recently is Slither. Really good, really funny, the visuals and concepts are terrifying but I'm usually laughing too much to be scared. James Gunn knows how to make a good movie
Relic from 2020 from Australia was really good.
Bring Her Back from Talk to Mes directors is about as good
Yes! That was the other one I'd heard of. I've heard very good things