Well the whole going over the top thing wasn't great I tried to build up the tension describing the sounds of the guns, the tremors through the ground etc before they ran a gauntlet of world war themed hazards on a battle field of blood and mud. Maybe because they succeeded rather easily but the scene felt more heroic than horrific.
Those descriptions should have an in-game effect...see below, otherwise they're fluff. Here's some suggestions:
Make lots of horrific-type scene aspects and compel them. Use them to separate the party, damage them and turn them around and get them lost.
Also, nothing says horror like mental stress. Instead of the bullets doing damage (or on top of bullets doing damage) have horrific images cause discipline checks. Mental stress represents going insane. Consequences like "paranoid", "afraid" etc... can be compelled. Things will get really scary when your team-mates are running away or turning on you and shooting you in the back!
Use their own aspects. If they have a background aspect revolving around their family, have images of awful things happening to the people they love. Once again, attacks on their psyche work best to represent how that might affect the character...or just plain compels to have them do things that will challenge them. If they're hunkering behind a border, have them run out into heavy gun-fire to save a "loved one" only to find out they're cradling a mangled corpse.
There needs to be a sense of danger too. Challenge them. Make them want to spend any FP's they get from the compels.
Horror is about isolation so, if you can, separate the party. Compels can work for that.
Also, there needs to be tension. So having an all-out action scene is going to feel like an action movie having one player compelled to go on his own into an abandoned bunker because he thought he saw his long-lost sister will create a break from the action and a bit of tension...then you can do some of the mind tricks with some weird visions(mental attacks, possibly) and an ambush.