Jumpscares actually give me a feeling of great relief hahaha :')
I really loathe the buildup of tension and anxiety that comes beforehand, knowing something's going to happen but not knowing when. Better that the thing shows itself so the protag can start running or fighting. Action is better than helpless waiting.
Otherwise, I'm the person in my family known for being unfazed by horror, but there are a few things in fiction that scare me.
Chase scenes are my most frequent nightmare. I hate the feeling of restless anxiety, having to be constantly wary, knowing I can't hide because it will always find me. These dreams usually end when I allow myself to be caught or stand and fight, because it's better than the anxiety of trying desperately to escape.. I hate this in video games. ;-;
Abduction scares me in movies because it's a real fear. Used to have tons of recurring nightmares of people grabbing one of my little siblings in a public place and running off. I'm never fast enough to stop it.
Sexual abuse was always really deeply and uniquely disturbing to me. I'm mostly desensitized to it now, but even a slight, subtle implication of it happening in fiction was enough to give me nightmares when I was younger.
More abstractly, the concept of losing your grip on reality and not being able to trust your own senses is also terrifying.
For example.. the protagonist sees people as devils leering at him before his vision clears, showing that they're just normal people, giving him odd or concerned looks. Or, protag sees blood pouring from the faucets and showerhead and smells it on his skin. Hallucinations and insanity scare me because they cast everything into doubt and nothing can be trusted.