You've asked two questions in one.

First, *horror* cannot be used with the *-er/-est* comparative suffixes; native speakers would only ever use *more* and *most*.  This is simply because [*horror* has more than one syllable](http://english.stackexchange.com/a/2171/1475).  There are a whole bunch of exceptions both ways (see the discussion in the comments and [this more thorough explanation on Wikipedia](https://en.wikipedia.org/wiki/Comparison_%28grammar%29#Comparison_in_English)) but the basic principle is that the comparative suffixes are primarily used with single-syllable words of Germanic derivation, while *more* and *most* are primarily used with many-syllable words of Latin derivation.

Second, *more horror* is not how a native speaker would compare the **grade** of horror in two works of fiction -- this movie didn't scare you much at all, that movie scared you a lot more.  Instead, we would say one was *more horrifying* than the other.  And one particular movie might be the *most horrifying* movie you have ever seen.

The logic behind this word choice is: you're describing something **the movie did to you** (it induced the emotion of horror) and you're comparing **how effectively it did that**.  The movie did something, so that requires a verb, specifically the *-ify* verb form of the induced state.  Then you convert the verb back into an adjective with *-ing* to make it an intrinsic quality of the movie, and now it can be compared to the same quality in other movies.
 (We still can't use *-er/-est*, because *horrifying* has even more syllables ... except that *\*horrifyingest* has so many stacked suffixes that I can imagine someone intentionally using it, [for effect](https://dictionary.cambridge.org/us/dictionary/american-english/for-effect).)

*More horror* is also something native speakers might say, but it means something different and is used with different main verbs.  If I say movie A *has* or *contains more horror* than movie B, that means more of the time of movie A is spent on storytelling elements that are typical of the horror genre; this might or might not correlate with movie A being *more horrifying* (perhaps A has **so much** horror in it that it *[goes over the top](http://idioms.thefreedictionary.com/over+the+top)* (sense 2) and becomes ridiculous).

(Boldface: emphasis.  Italics: [mention, not use](https://en.wikipedia.org/wiki/Use%E2%80%93mention_distinction).  Leading asterisk: marks descriptively-incorrect construct.)

(*More horrorshow* [means something completely different](http://www.urbandictionary.com/define.php?term=horrorshow).)