Post updated to add links to all of the booklists!
Modern Masters of Horror: horror published in or after 2000.
Book suggestions: I'm not really a horror reader, so I am going to have to rely on some of my booklikes peeps for newer horror selections! I can provide these less horrorish horror options, though: The Monstrumologist by Rick Yancey, published in 2009, 14 by Peter Cline (2012), and the companion novel The Fold (2015).
Supernatural: mystery, suspense or horror books which include elements that defy current understanding of the natural world, including magic, witchcraft and/or crypto-zoological aspects.
Book suggestions: This is an extremely broad category, so I'm just going to link to MBD's Supernatural list, which already has 89 possibilities! I bet she'd be willing to add more, if you put them in the comments!
Genre: Horror: anything that fits into the horror genre.
Book suggestions: Again, not a horror reader, so . . . here is the Horror list!
Cryptozoologist: any supernatural creature, from Ammit to Ziz;
Book suggestions: Discount Armageddon by Seanan is the first book in one of my favorite series, which is actually about a family of cryptozoologists, so you should totally check it out. You can also find books on these lists: Monsters, Demons, Shifters, Vampires and the previously linked Supernatural list!
Fear the Drowning Deep: mystery, suspense, supernatural or horror books with sea-related elements: sea creatures, ships, shipwrecks, and/or sharks.
Book suggestions: This may be my MOST FAVORITE new category! I am planning to read Into the Drowning Deep by Seanan McGuire. In addition, I stumbled on this one when I was mucking about on Goodreads, and it's a novella - The Drowning Eyes by Emily Foster. Others would include: Salt and Storm by Kendall Kuyper, The Blackhouse by Peter May, and of course, Jaws by Peter Benchley. And, we have a new booklist for this square: Fear the Drowning Deep.