Genre Research

The definition of horror is "An intense feeling of fear, shock or disgust."
Thriller usually is pivoting around the fact that the protagonist and the antagonist are in some sort of battle - and the antagonist usually is shrouded in mystery. Protagonist usually is the one trying to restore the equilibrium in the thriller, while the antagonist tries to destroy it.

Examples of horror movies in general:

The Shining
The Blair Witch Project
Halloween

Examples of movies in the thriller sub-section:

The Silence of the lambs
The Others
the dark knight
Olympus has fallen

Key components:

Usually revolves around the antagonist murdering the main team which is with the protagonist.
usually there is some warning about the horrors ahead, but are ignored because  the protagonist and their team are usually ironically stupid.
In some there are serial killers, which are usually insane// ridden with mental illness which makes them see things or hear things which are not actually there.
Death of innocent is usually a strong theme.
Ominous soundtrack, creating new layer of tension.
Can link in to supernatural and sci-fi very easally.

Conventions of a horror movie:

Blood is common.
The films play with the fight or flight instinct - so jumpscares are common in most horrors.
Shadows everywhere - low key lighting.
Black and White shots
Protagonist is always a step behind of the antagonist.
Quick cuts everywhere