You probably won’t find what you’re looking for from Lovecraft. The term we use, “Lovecraftian”, is generally used to denote the larger, later body of his work that is considered part of his mythos, rather than his earlier and more traditional short stories. They are excellent, and possibly the first of a subgenre we would call cosmic horror, a subgenre in which the sheer scale of his work instills dread. In Lovecraft’s cosmos, you aren’t just a meaningless afterthought in a cold universe. The universe itself is crawling with mad, stupid gods that are simultaneously greater beings than you and also the antithesis of everything you value. This is great for generating existential despair, but you sound like you’re looking for a more immediate and sensational experience. If any of his stuff will give you nightmares, and nothing of his ever gave me nightmares, it might actually be some of the more traditional stories. Some of my favorites include The Lurking Fear, The Rats in the Walls, and Under the Pyramid. That last one is actually from the perspective of Harry Houdini and was published under his name, although it was ghostwritten by Lovecraft.