No, Hellblade is not really a horror game. It has a dark atmosphere but does not rely on "scares".

Bioshock has more gore and is also quite dark but isn't also more about slow burn "creepiness" than jumps.

I'm the opposite myself, I looooooooooove jump scares =)
Especially if the game builds the tension up to boiling point.

Much like calamity aurprised u, rabbids x mario was surprisingly good to me. Also dragon quest builders qas alot of fun

"Skyrim (incomplete)" - I don't blame you. I bought it not really knowing what to expect, only that people were saying this one was good, I couldn't get into it.
Then Witcher 3 came out, and I was buying it expecting only a marginally better experience, so you can imagine my shocking surprise... It's like playing SNES RPGs for the first time, and getting Lord of the Rings (SNES), Wizardry 5 or Ultima 6 as your reference points, not really liking them, and wondering if this Chrono Trigger game is going to be a similar experience =D

But yeah, I feel stupid now for even thinking Witcher 3 and Skyrim would be anything alike outside of skin deep details.

All of the above, plus Octopath Traveler, and any/all Shantae games

I'd recommend
- 51 Worldwide Games (very good presentation and online mode)
- Billion Road (it's like Momotaro Dentetsu, the famous japanese board game)
- Tricky Towers (skill-based Tetris-like game with different modes)
- Monster Boy and the Cursed Kingdom (if you liked Wonder Boy - it's just better in every aspect)
- Dragon Quest XI (amazing story and world)
- Octopath Traveler (best music and round-based battle system in a while)
- Blossom Tales (Zelda 3 clone with special humor)

And yet you ignored the part where I pointed out most of them are 15$ indie games. Angry indeed.

The goalpost shifting is real. I ignored "it" because it was a bad faith addition to that sentence. It being the "supplementary and mostly indie titles" part. I put "it" in quotations because if you notice, it actually says nothing about price. So again, you are goalpost shifting and trying to add yet another exclusionary qualifier for no real reason other than to justify an original post which was bad to begin with.

Originally, you told the OP that the Switch has third party games too. 

Then you incorrectly stated that there was only a "small selection of third party", adding that it was mostly supplementary (who is to say what's supplementary to who?) and indie (kind of disrespectful way to treat the third party developers who have been the most supportive of Switch by far, it is funny how people use and then easily discard the indie card whenever). It's one thing to have a preference for non-indie games or to not value indie games as much, but OP never states as such and infact his game taste seems to imply quite the opposite, so again this is just you adding more exclusionary qualifiers.

And lastly you mention price. So, we're price-gating now. As if it's somehow embarrassing or as if games are of a lesser quality at lower price ranges. That's three separate qualifiers you added to the third party statement over the course of many replies for no real reason.  

You know, you could just admit that it was a bad post that was either a result of you not realizing that a massive amount of the OP's list was third party games, or that you might have criteria that doesn't take into account the OP isn't as exclusionary as you, or that maybe, just maybe you became a little defensive of third line in OP's post. Which honestly given a lot of the community on the site, seems more likely the case. It's fine to make a bad post, but maybe don't double down on it so hard. I'm done though seeing as how we're derailing a thread that is about recommending games.

Octopath Traveler
Fire Emblem Three Houses,
Trials of Mana Remake,
Atelier Ryza,
Commandos 2,
Sid Meier’s Civilization 6,
Story of Seasons Friends of Mineral Town,
Baldur’s Gate I & II,
Divinity Original Sin 2,
Xcom2,
Dragon Quest XIs (Recommendation)

Tales of Vesperia

There are bunch of more games to play on Switch.

Minit
Gato Roboto
^these you'll blast through quite quickly, but they're cute!

Baba is You
Pipe Push Paradise
^if you should want some puzzlers in the mix