Métro 2033, the library level will make him shit his pants. And the game is probably not going to make him have nightmares from gorish horror too
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I think bugsnax might fit, it takes until near the end of the game for the horror aspect to begin, and then it hits hard. Look up the ending so you can screen it for him and make sure it's appropriate.
Ghostwire: Tokyo is a good game about ghosts that's not actually that scary. The school DLC for it can get a bit creepy though. Also, Subnautica is one of the scariest non-horror games out there.
Figment?