https://www.fimfiction.net/story/418430/after-i-looked-up-the-stars-had-gone-away
6.8k words, Twilight becomes convinced late one night that something is there in the library with her. Horror's not always my thing, but this one clicks all the right buttons for me—I always like there being an unnatural sort of "that's not how things are supposed to be" feeling to it instead of just "oh shit it's coming to get you!", and a couple of the things included painted a nice picture for me. This one has a lot of focus on Twilight's reaction and thoughts and the fear she's feeling instead of just what's causing it, which I think is pulled off very well.

https://www.fimfiction.net/story/58791/is-someone-there
3.5k words, similar to above (though in this case she was woken up instead of not having been asleep yet) but basically going all-in on what's running through Twilight's head with little indication of what it is that's got her spooked. The ending is a bit up to interpretation but I think it works better for the story if you treat the author's explanation in the comments as merely what inspired it instead of what's actually happening. I guess technically it isn't tagged as horror, and it isn't really trying to make you feel the tension as much as the one above, but regardless I can't think of one of these stories without also thinking of the other, and I enjoyed them both.

And for something completely different,
https://www.fimfiction.net/story/580039/pinkie-bites-twilight-and-doesnt-let-go
1k words (something something contest), it's exactly what the title says it is.