I remember really enjoying Wild Stories by Colin Thompson when I was younger. I need to go back and reread it soon to see if it still stands up now. :)

it's one short story, but The Grownup by Gillian Flynn! and Her Body and Other Parties by Carmen Maria Machado, literary horror short stories.

A Sunny Place for Shady People by Mariana Enriquez, Your Utopia by Bora Chung, several of the collections of Eric LaRocca, Out There Screaming (edited) by Jordan Peele!