I don't know if this is still of use, (Registered specifically to reply several days ago, but there was a problem with my account) but if your monsters are shadows, having them blend in perfectly with innocuous shadows cast by objects in the room would be ideal - allowing convoluted routes around some of them more so, causing the player to weigh up risking injury/death in the dark or going to extremes to stay in the light - much like the character would be doing.
Alternatively or additionally, adding some more monsters in, identical to the regular ones, that behave in exactly the same way but cause no damage or other effects to the player, thus simulating a 'jumping' at shadows feeling.
Oh yeah, maybe provide a few very well lit points in which the player is safe and enemies can't enter, just in the middle of a room, directly under a light or something. Even if there aren't any visible enemies, it still means that players might hesitate, and then that means that they have to force themselves out into the darkness again.
Personally, I dislike the idea of relying on controversial or disturbing topics to disturb the player, at least relying on these things specifically or too much. Admittedly, when it's well done it really IS well done, but there's nothing quite like having elements of gameplay, or the player themselves, causing the unsettlement. (Is that a word?)
Anyway, I had other ideas, I think, but it's four in the morning and time for bed, but I just remembered that I never posted. Hope it helps in some way.