“The Thames Valley Catastrophe,” by Grant Allen
Appeared in The Strand, December 1897; featured in PseudoPod 664, September 13th, 2019
(Big implicit spoilers ahead, and this is a good story with enough suspense that you’ll want to go in cold.) Alasdair Stuart’s expressive PseudoPod reading (and his grim warning at the start) made me feel anything could happen, so that I actually paused halfway through out of a creeping fear for the main character’s wife and children. I felt like it was really happening.
Not what I think of when I think of horror, but truly horrific.