I can recommend 2 writers.
1. Arthur Machen
He was a member of an esoteric magical order and in terms of creating dark and mysterious atmosphere, his writing skill was second to none.
Below link is the audiobook version of his masterpiece "Great God Pan."
https://www.youtube.com/watch?v=yoKsuRvCN38
2. Algernon Blackwood
Another great writer from the past who knew how to create ominous atmosphere.
Below link is the audiobook version of his work "Sand."
https://www.youtube.com/watch?v=auBWlC0g2K4
Enjoy!