Walpole aside, the Gothic novel's origins were as much in the novels of sentiment and the beginnings of the Schauerromantik as they were the supernatural tales; and, given the views of the later 18th century and early 19th... yes, anarchists would definitely fit the bill when it comes to terror. Combine that with a society which uses the irrational to undermine the very fabric of society, and again you come very near the epitome of terror for the people of the time.
Frankly, the majority of the Gothic novels didn't actually deal with the supernatural, but rather with that borderland where our rationality breaks down in the face of the unknown. Certainly this is the case with Mrs. Radcliffe, who only wrote one novel with truly supernatural events (Gaston de Blondeville), and it was quite possibly her weakest -- weaker, in some ways, even than The Castles of Athlin and Dunbayne. Yet she achieved some marvelously terrific effects with her novels, with a very deft and light touch.
Also, keep in mind that -- with English letters at least -- much of the movement was influenced by such things as Edmund Burke's essay "A Philosophical Enquiry into the origin of Our Ideas of the Sublime and Beautiful", which I'll link you to here (along with its introductory essay "On Taste"):
Burke, Edmund. 190914. On Taste. Vol. 24, Part 1. The Harvard Classics
Burke, Edmund. 190914. On the Sublime and Beautiful. Vol. 24, Part 2. The Harvard Classics
As for which of the books HPL suggests in his sections on the Gothic, which don't actually involve the supernatural:
The Recess, by Sophia Lee
all of Mrs. Radcliffe's novels with the exception of
Gaston de Blondeville
Ormond,
Arthur Mervyn, and
Wieland, by Charles Brockden Brown (though you'll be missing some very powerful moments by skipping either Radcliffe or Brown, especially the former's
Romance of the Forest and
Mysteries of Udolpho and the latter's
Wieland)
The Fatal Revenge, by Maturin
Horrid Mysteries, by von Grosse
The Children of the Abbey, by Maria Regina Roche
Zofloya does, toward the end, as do Shelley's essays into the form, but all these are also guilty of plagiarizing much from earlier writers of the novel of terror, and are only suggested if you form an unusually strong liking for the school....
On
Udolpho: I strongly recommend this not be taken in large doses, but read at a relaxed pace, and not looking at it just as novel of terror, but rather as a novel in the larger sense, as it has a little bit of everything in it, and is often both charming and thought-provoking in its own right....