There are some "horror" scenario in Cyberpunk (serial killers, a vampire-spin off kinda like Blade, etc...), but nothing unrealistic (monsters, zombies, etc...), I guess unless they'd add the vampire, we could expect a bunch of serial killers, some freaky mutants (animals/people) stuff like that, or why not some easter egg like stumbling over a Chupacabra in the Wasteland or something like that, but doubt there will be much horror like this, mostly in the ultra violent streets of Night City, I guess you'd need more than a ghost story to scare you when you live in the combat zone hahaha