Hard Candy

You mean like Man Bites Dog (original French title: C'est arrivé près de chez vous) a Belgian mockumentary about a serial killer and his film crew?

Though a bit different focus - Happiness (1998).

Elle by Paul Verhoeven

have you tried any of Lars Von Trier's work?

A Serbian Film

• The Killing of a Sacred Deer which feels very inspired by Funny Games.
• Beau is Afraid one of the most anxiety-inducing films I've ever seen. Might've just me though, the weirdness made me very uneasy.
• Be My Cat: A Film For Anne which I recently found about and was surprised by how much I liked it.

Someone already mentioned it, but Man Bites Dog fits the category really well and is a very interesting watch.

Pi

Once you've had kids, it becomes a little more difficult to watch some films with difficult subjects like torture and murder in them. That said I had a hard time with Funny Games way before I ever had kids. I remember watching that made me want to climb into the film and put a shotgun in the mouths of those two fuckers.

Speak no evil 2022

I haven't seen any of them but they are all going on the list

'The Gift' 2015

Requiem for a Dream gets kind of bleak..

The Kid Detective

https://www.themoviedb.org/movie/250574-creep

Creep (2014) and Creep 2 (2017) are def weird fuckin movies.

Husband put it on and uh, it's 100% living up to being an uncomfortable film.

Babadook remains the most uncomfortable film I’ve ever watched

I loved Funny Games, and I also loved Martyrs (2008), but that's kind of a basic pick