Certainly! I'll do my best.
There are many approaches to horror art, so I advise not taking my word as gospel or anything. I recommend experimentation and following your sensibilities.
So first, having one light source can often be unnerving (and it's easier to keep track of).
I will be using monotone drawings as examples
If the foreground is light, then the background should be dark and vice versa. Otherwise, your subject won't pop against the background, and it can end up looking flat without any contrast.
At the same time, keeping your horror creatures obscured or partly in the shadows is also perfectly fine. Horror is an embrace of imperfection and mystery, so things like distortions, blurs, and overexposed light can be a plus rather than a detriment.
Shadows are where your friends live.
I also recommend looking at films and shows for inspiration. If you can recall a scene that really scares you, try to find it and study the lighting and colors.
So far, this probably doesn't sound like advice when it comes to making a drawing eerie, but consider this;
spaces should feel lived in.
Or at the very least, have a sense of history. Who lives here and where are they now? Did they keep the place clean? Why are the stairway photos blank?
Have fun creating the world where your creatures nest >:3C
[And apologies for this incomplete timelapse. Doing timelapse drawings takes up a lot of memory >.<]