I would think about what the scary villain would look like and how he/she will play out. And, I would come up with a name that relates to that villain and the name of the game. Then, I would draw ideas on the map's layout and create puzzles that can either stump the player, or make it easy for the player to figure out. And, you can come up with character backgrounds that will fit perfectly in that game, and you can come up with any escape ending you want!

I hope some of this helps, if you have any questions or concerns, feel free to let me know!

-Redstone Horror Maps

Make them feel like every move they make is gonna lead to disaster. The right choice will lead to disaster, the wrong one to death. Things like that.

I’m working an an adventure map that has horror elements too, so this is something for me to think about too. I’m rather inexperienced in this sort of thing, so I don’t know much either, but this is just what I think.
The main thing I would say is to try and take away the players sense of control and superiority. As one example, they will be too scared to do much if they feel like anything they do is falling straight into your plan. Things are effectively scary if the play feels unable to do anything about it, or doesn’t know what to expect.
And if it would help, Redstone Horror Maps is an account that exclusively makes horror maps, so maybe that can give you ideas.