The past as a place where horror is already built in
History is full of genuine terror before any supernatural element is added. The specific violence of particular historical periods, the specific diseases, the specific institutional cruelties inflicted on specific populations: these are real horrors, and the historical horror writer can use them as the foundation on which supernatural horror grows. Writing historical horror well means not treating the past as a neutral backdrop but as a place that is already charged with darkness. The Black Death killed a third of Europe's population. The Inquisition had the authority of God and the power of the state. The Thirty Years' War reduced some regions to a fraction of their population. When you place a supernatural threat inside a period that already has its own horror, the supernatural and the historical amplify each other rather than competing.