After months of being dismissive of Mandy I finally watched it last night.
Yup they really swung hard on this being a wild fucked up acid trip of a movie, but I really enjoyed it once I stopped trying to rationalize what the fuck was going on.
Just found this because of some random article, Broadcast Signal Intrusion . Honestly a bit more on the side of a neo-noire than horror but it's pretty creepy.
In the vein of just weird horror:
somebody already mentioned it but it deserves a watch for how good it turned out, Censor Berberian Sound Studio In Fabric