Arguably there is quite a lot of horror at the centre of My Neighbour Totoro (also Spirited Away but you didn’t mention that one).

The floating red shoes are a reference to a real life event in Japan that was in the news at the time where a girl had drowned.

Additionally, you could view the events of the film as taking place in the protagonist’s mind as a coping mechanism for extreme grief.

Edit: Missed a few things. Apparently the destination on the cat bus says “grave” on it and there is a fan theory that Totoro is a shinigami.