I agree that supernatural should be separate from monster and dark fantasy. There's a lot of thematic overlap to be sure but it's a classification that's widespread. Ghost stories and hauntings tend to have a different set of tropes in popular perception than werewolf and kaiju stories.

For serial killers I would suggest some sort of violence/gore category for when the central focus of the work is the graphic violence itself. Again, this could be in body horror but I feel if someone wanted a take on torture porn like Hostel or Martyrs they wouldn't automatically class it as the same as The Thing.

Possibly religious horror could be broadened to societal horror? To include dystopias and political/non-religious scapegoating like The Lottery or Heathers.