Recently revisited 2008's LAKE MUNGO, an Australian faux documentary about a family dealing with the unusual death of the teenage daughter and some mysterious incidents surrounding it, and I'm kind of making it my mission to spread the word on behalf of this movie.
It's very much a subtle slow burn (and even on the slower end of that), but it eventually builds to a pay-off of bone-chilling and profoundly unsettling proportions. The fake documentary conceit is probably the most convincing example of that approach, with performances that feel entirely authentic.
It is not a jump scare machine in any way, so if that's your preferred brand of horror, it probably isn't for you, but for those looking for something properly unnerving (that also examines grief in a very grounded and extremely empathetic way), I recommend it highly. It contains imagery that is truly haunting in all meanings of that word.