Few games that I think fit the season, that are pretty modern, and also won't break the bank. Because I feel like AAA doesn't get horror right half the time.
Indie game, has a horror aesthetic that delves into science fiction horror. Think I have no mouth and I must scream vibes. While I would say not traditionally Halloween, it gives me Halloween vibes. Metroidvania so you will do some backtracking.
Similar to Axiom Verge, but with more of a focus on imagery from Catholicism, and the Spanish Inquisition. It is difficult, or at least I think it is.
Polish horror, basically a survival horror game. You are stuck in the woods in Poland, and come across all manners of creatures from Polish legend. Interesting, scary, and I still haven't beaten it yet.
Not scary, but fun, and I think it scratches the Halloween itch.
All these are pretty much 15 - 20 USD, and available on pretty much every major platform.