Body horror and slasher films are a difficult watch for me due to the realism. I even avoid them, but have seen quite a few. But supernatural ones don't typically have that kind of an effect on me, Although, there are exceptions like The Dark and the Wicked which was super bleak, but an incredible film. Definitely left me feeling icky inside, but recovered by the next day.
Pascal Laugier's Martyrs greatly impacted me leaving my sick to my stomach and super depressed which resonated with me for at least a couple days. As if I didn't learn my lesson with that film, he did it to me again with Incident in a Ghostland.