I love "There Is No Antimemetics Division" and the recent resurgence of "The King and Yellow" ( thanks Minecraft I guess??? no clue what happened there ), has got me thinking about books like this again.
some books I think that are like this that I haven't already mentioned are
"Acceptance" by Jeff Vandermeer ( the entire series )
"The Nothing That Is" by Kyle Winkler
"Land of the Lustrous" by Haruko Ichikawa
"The Hollow Places" by T. Kingfisher
basically just entity physch horror, something unbeatable, that just is. like the king and yellow
by BeauIsInsane