A lot of scary/horror is in presentation. The beast following that you know is there but you can never see, the thing that makes an ally just disappear, being in a situation that seems far beyond your capability.
It's also the weird, the unknown, threats other than death. In a recent encounter I had fairly standard monsters (well standard for my campaign) but implemented a heavy fog that limited visibility, had tentacles grabbing people and pulling them off into the mist. Add in "infections" after people were immobilized.
In a jungle campaign that can be a lot of things. There's plenty of dangerous vegetation, quick sand, things that travel via the trees swinging from branches always out of reach.
I'd have to know a few more details (such as PC level) to be more specific.