This isn't on your list, but Year Walk has some legitimately terrifying moments, and when it's not terrifying you it's creeping you out. It helps if you play with headphones and in a dark room. Only downside is that you have to have an iPad (I think? Even if it's on iPhone I would use iPad, I imagine the smaller screen would eliminate some of the scares). If you're looking for gothic/horror themes, Year Walk is perfect.
So we have to pick between one of the best games ever and a shitty DS game that even Vinny didn't really care for. I'm going with RE4. Although my choices for a slightly spooky Halloween gaming experience would be playing Majora's Mask, Dark Souls/Demon's Souls, or one of the first four Silent Hill games if I wanted to lean into the scares a bit more.