As an adult I generally don't really find horror all that unsettling.

Some that I don't think have been mentioned:

Speak No Evil / Gæsterne (2022) - Even before things really escalate, there is a very uncomfortable atmosphere.

Audition (1999) - If you do watch this one, go in blind and do not look for additional information.

Salò, or the 120 Days of Sodom (1975) - This is more of an audio/visual experience than a horror movie.

As others have mentioned Possessor (2020) can also be very uncomfortable in a more implict way, both the core themes/plot and the depressing dystopian environment. Infinity Pool (2023), also by Brandon Cronenberg, has some of that, but it's not as good as Possessor, IMO.

I feel like movies by Michael Haneke would make me uncomfortable (Funny Games reminds me of Speak No Evil), but I've never gotten to watching any of Haneke's works.