I find horror and thriller interesting as genre concepts as in practice they are so very often cross-overy. A good horror film should after all 'thrill', and likewise you can expect a good thriller to be punctuated by 'shock'. I find a good example of this the 'multiple-murder' genre; IMO, films that focus on murder mysteries, as opposed to merely depicting systematic execution of characters down to a 'final girl/boy' scenario, are thrillers as they are more about the suspense arising from the investigatory process. So in that regard, is Silence Of The Lambs for example thriller or horror... or both? Ditto Dario Argento's Tenebrae, it is usually lumped in with the horror genre even though it is more similar in style and construction to his earlier Cat O'Nine Tails, than films like Suspiria and Inferno. I guess however that people see the amount of explicit blooRABhed in Tenebrae as 'tipping the balance'.
My personal favourite BTW OP is Brian DePalma's Dressed To Kill (has to be the uncut version though), which indeed has some horrific moments.