The closest I can think of is The Warded Man by Peter V. Brett (The Demon Cycle, it's a few books). It's about a world where demons come out at night to slaughter humanity, and man's only defense are wards.
Django Wexler's Shadow Campaigns novels are pretty good, where magic is granted by allowing Demons into your body. It's more like 18th century warcraft fantasy, in addition to some horror elements.
Brandon Sanderson's Shadows for Silence in the Forests of Hell is definitely this, and to a lesser extent his Mistborn series.
The First Law series by Joe Abercrombie isn't exactly horror, but it's pretty dark fantasy.
Necromancers a plus
Django Wexler's Shadow Campaigns novels are pretty good, where magic is granted by allowing Demons into your body. It's more like 18th century warcraft fantasy, in addition to some horror elements.
Brandon Sanderson's Shadows for Silence in the Forests of Hell is definitely this, and to a lesser extent his Mistborn series.
The First Law series by Joe Abercrombie isn't exactly horror, but it's pretty dark fantasy.
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