For a dark horror story does it need to be negative?
Because.... Sometimes horror can apply to those who lurk in the dark.
Perhaps a tale of a spectre made up of all those killed by the klan. It hunts anyone who harms someone of color, a woman, or a child within their district... Sometimes even when it isn't intentional.
For example....
The klan, feeling the squeeze, decides to make a show of power. A massive purge of an entire district of Gotham, lynching people left and right, among them is an elderly woman who still practices old style voodoo places a curse on those who did this and all who follow their path. That their sins shall come to hunt them as the pain they inflicted shall be returned by those they harmed.
The woman is killed and for a time... Everything is normal. Then.... One by one those involved start... Seeing things. Rotten faces in mirrors for a moment. Voices cursing at them. The woman's words echoing in the distance..... And then the first death.
A klan member is walking down the street when he turns a corner and finds himself somewhere else. A burnt out section of Gotham but.... Twisted. In this fog he is chased by specters that torment him with visions before eventually he is bound to a cross upside down and lit aflame with the words "We Are Still Here" burnt into the ground.
Alternatively a mad alchemist working in Gotham seems to find a way to cure the darkness of the city and comes to the conclusion that Innocence and Hope, properly distilled, might bring forth a true lasting cure.
So he begins hiring people to harvest it from. All willing but as he drains it he makes something wicked, monsters hidden in their minds that come out when they are at their lowest to make things "better" in a monkeys paw sort of way.
Despite this the alchemist succeeds. A single vial of distilled Goodness, something that can turn even the most wicked of men to a path of heroism and justice... But before he can reveal it those he harvested from come and harvest from him.... And instead of the light draining he did to them they drain him dry but meanwhile that singular vial.... Is lost. Not destroyed but lost.... A single spark of light in the darkness.
Meanwhile the newly formed being, a being devoid of all that is good, awakens as the alchemist is left screaming.... Deep inside as he watches this monster take his place ... And begin hunting for the lost vial in order to destroy it....