I heard that Parasyte -the maxim- was a very interesting anime. I haven't personally watched it, but it seems to fit into your categories. I'm going to assume you've also seen Attack on Titan. Another anime that might interest you is Akame ga Kill! though I heard that the ending is pretty lackluster. Magi is also pretty good, but it doesn't really fit into any sort of horror genre and the story can be disjointed at times (IMO). Deadman Wonderland might be what you're looking for as well. These are all pretty popular, I know. Most horror/shounen/action anime tend to scale on the more popular side if they're worth watching, so you might have already seen everything I listed.
I would highly recommend Monster as a must-watch anime, but it doesn't exactly have a lot of action in it like the ones you've named. Another good mention is Madoka Magica for how delightfully screwed up it is. (to parrot other posts, Hunter x Hunter is also amazing).
I will take a look at that parasite and as for the attack on titan. I did complete watching it but, I am not a big fan of that anime. I saw another anime too :D
I saw magi,deadman wonderland. Well, now I have to anime to check. Akame ga kill and parasite :D Thank you for the suggestions, aphelion :D
