Ooooohh, that's a really interesting topic! I do quite like the idea of more action/camp/symbolic monsters being more straight-up scary to trolls than humans.
To expand on that, while lusii can be pretty terrifying, they are in an overall comforting and positive relationship with trolls -- I may be forgetting something, but do trolls have to deal with *any* openly hostile fauna other than the occasional wild or rampaging lusus? So, yeah, a giant rampaging lizard bent on destruction that has no familial instincts towards them whatsoever would probably be pretty terrifying!
And considering how horror often revolves around the things that make us (un)comfortable, and how much trolls care about and trust their lusii, I imagine that "suddenly violent lusus" of various origins would be a common start for troll horror.
The only other thing that comes to mind immediately is that your typical Scary Murderer Films would be common horror for highbloods. While violence is an accepted part of Alternian society, those higher up on the hemospectrum generally enjoy a sense of safety. We do see lowbloods killing highbloods, but it's not as common and certainly not as legal, and most highbloods can rest at least a little easy in their physical capabilities and social status protecting them from random murder (most of the time).
So, again with the horror-reflecting-our-discomfort thing, I'd reckon that there'd be a lot of low-budget thoroughly classist horror flicks that boil down to "lowblood/person outside the hemospectrum who's unnaturally strong going around killing highbloods for sport/revenge/whatever". Exposing them to a theoretical situation out of their control where the things that normally allow them to protect themselves suddenly fail... a quick recipe for horror! For the same reason, I imagine zombie movies or something similar would be as popular with trolls as with humans. Probably even more popular, actually, as societal collapse would be a much more potent threat!
Oh yeah. And rainbow drinkers. Those guys too.