are there any novels or manga or whatever which has the protagonist being the scary monster of a horror thing (I.e ghost haunting people, serial killer, etc)
Apartment for Rent - mc is a maniac who ruin people's life for fun. Dreadful Radio Game - mc is a serial killer.
Ever hear of "Bastard"? It's a comic on Webtoons, by Youngchan Hwang and Camby Kim. The protagonist is a teenager with a serial killer father, who he's helped since he was a young child. They have another amazing horror comic called "Sweet Home", but it's not with a villainous or antihero protagonist.
Yeah, I think the plot twist for Bastard was that Spoiler: End plot or something the protagonist was the twisted one and his dad was mainly helping him cope with his mothers coma or something?