Adorable bookmarks!
The Hollow Places by T. Kingfisher is a favorite of mine. I’ve done multiple rereads.
I’m not quite sure it it gets into the cosmic part of cosmic horror but Mexican Gothic by Silvia Moreno-Garcia is good. It has parallels to The Fall of the House of Usher (as does What Moves the Dead by Kingfisher)
On the other side, definitely cosmic, but not quite sure if it’s horror, but thoroughly enjoyable was The City We Became by N.K . Jemisin.