That's a lot of Lynch breh
You figure they're all horrors?
They scared the shyt out me
I wouldn't say Lynch makes horror films. I say his scariest films revolve around the idea of being trapped in an environment created out of repressed fear and nightmares.
I was gonna add Twin Peaks: Fire Walk With Me but that was more sad than scary.
Plus, they fit the definition made in the thread linked in the OP
Mainly
1. Innocent must suffer
2. You have to spill blood to be a man
3. The dead will rise (I'm assuming they meant metaphorically)