A couple years earlier than your request, but I think Timecrimes (2007) is underappreciated.

Since I haven't seen them mentioned, I recommend:

• Leaving D.C.
• Savageland
• Be My Cat: A Film for Anne
• A Record of Sweet Murder
• We Are Still Here
• Head Count
• Better Watch Out
• Antrum
• Historia de lo Oculto
• Anything for Jackson
• Alone (2020)
• Come True
• Soft & Quiet

I don't know how deep these might be, but I'd suggest Vivarium, Landmine Goes Click, and I Saw the Devil. Those are from 3 very different horror subgenres so hopefully at least one is appealing if you haven't seen them already.

@CharlesDarwin I thought "Deadstream" was really good, and I liked "Hell House LLC" and "The Dark and the Wicked."

Not sure how many of these count as deep cuts, but here are a few from the last decade (or so) that I enjoyed:

Pontypool-Actually came out in 2008, but it's still worth watching, especially if you are looking for a zombie film that does something different. A washed-up radio DJ listens from his booth as his town breaks down around him following an outbreak of a mysterious infection. It definitely leans more toward psychological horror rather than traditional zombie horror, so I could see someone complaining that it's slow and doesn't really show anything until near the end.

Butterfly Kisses- A found footage film about a film student investigating a found footage film. Maybe a bit too meta for some, but I enjoy a found-footage movie that doesn't take itself too seriously. It seeds just enough doubt about whether the footage is "real" that it leaves you guessing how it's going to end.

Triangle-2009 film about a group of friends who come across a seemingly abandoned ocean liner while out on the water and decide to explore it. Maybe not that deep a cut, but it's worth checking out if you've never seen it.

Coherence- Not actually sure if this counts as horror. I see it classed as a sci-fi thriller a lot, but I found it while searching for something similar to Triangle. A group of friends gets together for a dinner party only to notice strange things happening after watching a comet passing overhead. It's hard to say anymore without spoiling it. Another one that could be seen as slow and without a lot of "real" scares. Still might be worth checking out if you want something that is slow-burn and more psychological.