Hello world! For a game in development, I am given the following limitations:

• The game itself is a side-scrolling puzzle game, and thus has a camera suited to that.
  
• The game is presented without words, and so there will be no dialogue (grunts, wordless screams, breaths, etc. are okay)
  
• Can produce animated cutscenes, but sparsely (will only be included while acquiring items/major story points)
  

Despite these, the genre is a horror game focused around various monstrosities; for the sake of this, just imagine there monstrosities as amorphous shadows. Throughout the game you will be entirely defenseless to them, and instead must run if need be. For this game however, I want to rely on more than just cheap jump-scares, as those require no finesse to achieve. Rather, I want the game to unsettle the player, make them nervous for what's to come, and be scared/conflicted at what they face.
So far, my ideas are as follows:

• Have the enemies eventually begin to sob/act afraid of you towards the end, creating uncertainty over reality.
  
• Have a rare breed of enemy that is invincible to anything. Can kill you instantly, but moves at a slow rate (think Slender or SCP).
  
• Areas in which being seen creates a deadly chaos of enemies that must be escaped.
  
• Creating an enemy type/boss that would be seen as controversial to attack (eg: innocent-looking children)
  
• Bodies strewn about, sometimes housing an enemy type.
  
• Rooms that come before important parts, left completely silent compared to the other rooms, making suspense.
  
• Avoiding presenting the mysterious threat at the beginning of the game, until enough buildup.
  
• Being unable to attack, forcing flight instead of fight.
  
• Offering fewer save points, and giving lower non-recovering HP on player, to make death more of a fear. (debating)
  

I would like your input. Which of these seem good/how could I improve upon these ideas? Moreover, to keep the game fresh, rather than constantly puzzle-based, what other ways can I affect the player in such a way? Giving examples from other games and personal experience is highly recommended.
I check fairly frequently, so if you require anything on my part, I'll try to help clarify or explain!
Cheers

I would add in events that represent common fears amongst people.

• Unknown - The less we know and see, the better. Ambiance. Creaking, walking sounds. Scratching. A flickering shadow in the corner that vanishes. Some of these should actually represent the monsterous elements, though some could be happenstance.
  
• Mirrors - Some people are terrified of mirrors in the dark. I think the fear could be related to seeing something behind you or more with your features being off. Again, players should not have the opportunity to stare, evaluate, and deem the event as a non-threat.
  
• The Dark - Something moving. Looking out the window and seeing something slowly swim up from the blackness.
  
• Mental Degradation - As already mentioned by Tobi. I'd suggest keeping the effects subtle until a full mental breakdown so it doesn't become laughable.
  
• Stalked in a Place of Safety - Attacks in a bathroom or other places in extreme privacy. In a game setting: maybe have certain conditions protect the player (ex being in full light scares the shadow creatures away, though they should menace from a distance for effect) but eventually that stops working (ex. player hides in a lit garage, door ripped off by the slow, invincible baddie you mentioned)
  
• Being alone - There should be a depection of safety, harbor, but it should be rare. No one is there to save you. Things we take for granted for contact are shown to stop working: internet, cell phones, television. Maybe the player finally finds a CB radio in the shed and something happens to prevent them from calling for help.
  

I would move away from endless chase. I find it gets tiring after 20 minutes, so maybe break it up with other events.

Just some thoughts. I'd love to hear more about the progress on your game!

Changing the players animation when something is about to happen. IE the players avatar senses it and the hint is it getting tense, and similar.

Having the players decide between fast areas that render you unable to attack(or use some attacks), and slow areas where you can.

Choosing between areas that you know will have an ambush predator, and one that won't.

Offering fewer save points, and giving lower non-recovering HP on player, to make death more of a fear. (debating)

While this may indeed create a fear of death, you don't want to overdo it. After a while, it will become more of a nuisance than a fear, and people will just quit the game in frustration. I've had some issues with this before =)

Mirrors - Some people are terrified of mirrors in the dark. I think the fear could be related to seeing something behind you or more with your features being off. Again, players should not have the opportunity to stare, evaluate, and deem the event as a non-threat.

^^ Good Idea here - seconded. To add to this, you could make things appear in the mirrors that don't exist in reality. Just imagine the psychological effect of not being able to even trust your own reflection.

Stalked in a Place of Safety - Attacks in a bathroom or other places in extreme privacy.

As someone who's always considered making a horror game but never had good enough ideas: this is really, really fascinating. I never considered this before, it such a simple concept but it makes so much sense.

It gives me the idea of having a "safe room" where no enemies can enter, it's a place to heal/rest/save etc but maybe later in the game an enemy unexpectedly bursts in which is totally unexpected because you were told this place was safe from them.

Innocents being mind controlled or transmorgrified (permanently) into enemies are some of the more unsettling things for me, personally. Particularly if there is a lot of screaming involved.

Thank you so much everyone so far for your input, and I'd certainly love to hear more! For a more refined sort of direction in terms of story telling, and types of fears, I will clarify that the game itself takes place in Earth's orbit; however, the clarity of this setting is blurred throughout the story to other locations in space (think galaxy backgrounds, rather than other planets).
Because of the setting and the ideas already in place for the story, I can definitely agree more with ones that are more ambiguous, or eerie.
If it helps the discussion, I'd like to say that these worked best (in no particular order):

• Tobl: Mental Health
  
• Xemmy: Stalked in a Place of Safety & Mirrors
  
• Rybo5001: Breaking Idea of Safety
  
• Mario D.: Contrasting Revolting Topics
  
• Prinz Eugn: Mystery Things & Death Traps
  

In terms of mental degradation, I would like to show this as it is a key part to defining the ambiguous story of the game. However, I'd rather keep it from being an interactive element. Most of the fears themselves can exhibit a sign of insanity however.
As for the terms of two types of health, I would want to stray from that. My reason being is that I wouldn't want to distract from the puzzle aspects. But I do understand people saying that a high death rate would be bad/frustrating. Perhaps a middle ground then?

It goes without saying though that I really appreciate all of your posts, and that I would love to hear more on the topic of fears, not just methods, as Xemmy made a good point about that, and having some common fears could really play on more than just the unknown could.
-Cheers