Kind of a sense of unease, a shiver up the spine kind of horror? Thats what I'm looking for. You hear a noise and your hackles go up. I want horror that does that, believeable scary stuff.
Believable or horizon widening, I think it's easy to pick from these two .
I think Lobo put it very well there; his work tends to be one of the two, or a combination of both. For example, though he did do a story with a vampire ("The Shunned House") and with a ghost or two ("The Unnamable", "In the Vault"), in no case does he use the traditional version of these things, but creates something rather different, yet
rooted in genuine traditional beliefs and folklore. In the same way, as George Wetzel noted, he combined Persian and Celtic folklore to produce the ghoul-changeling theme, something which appears in one form or another in different works, and may have been evolving as far back as "The Picture in the House". (That last may be doubtful, but it's an interesting and, I think, a valid possible reading.)
It is also very difficult, at times, to tell which is genuine folklore and/or tradition (or, for that matter, history), and which created for the tale, and often what one would swear was one turns out to be the other.
The thing about Lovecraft is that, if you read much of his material at one go, you find him creating an entirely new view of reality; recognizably our own, but very much as if the veneer we call reality has been stripped back, and all the illusions of safety, security, and knowledge of how the whole universe works are no longer valid. Joshi has called it "ontological horror", and I think that's as good a name for it as any.
J.D. : anything I could be interested it as well ?
I think so, yes. I'll put together a list once I'm through with the book, and you can see if any of those strikes your fancy....