You could go with mental stress too. Frayed nerves, unfamilar surroundings, and a constant sense of unease seem like targeting the mental stress track. It'll put some mechanical bite into what might otherwise just be description.
OTOH, maybe your group would latch onto the mechanics involved and the atmosphere you're working towards would be less effective. I just know with my group, the game-mechanical backup would work.
Edit: You write "scare the
players", not the characters. That's intentional, right? So then my suggestion probably would NOT work for you, unless your players would get scared by Slender Man dumping massive mental stress hits from fear on their precious character sheets.
I'd say start with working on the players, and if they're not buying into it, then maybe switch gears and go for the characters. If the player doesn't WANT to be scared, they're not going to GET that way while they sit around a gaming table eating snacks and rolling dice. But if they're down with it, awesome. Think of it like telling a ghost story rather than running an RPG session.
