Yeah, I'm interested in hearing whether the OP found the nightmares he was looking for, and whether they are still haunting him?
I'd still say Realms of the Haunting, albeit only the beginning parts. Later on it becomes a more generic FPS shooter when you find powerful weapons.
Undying had a similar problem IMHO. Come to think of it, I remember quite little about the Undying gameplay, which suggests it was a rather forgettable gaming experience for me. I don't even remember the end boss, or whether there even was one. It was probably that same gentleman in his green coat that you see flying around in the air earlier in the game, spooking you out.
I remember less about it than e.g. ROTH, even though Undying is a much more recent play for me. And only now I realized Undying isn't in GOG catalogue. I could have sworn it is here, but maybe I was just confused by all the other Unreal-engine games on GOG.