I should maybe preface this by telling people not to advise me to seek out psychiatric help. Been there, done that, didn't work, won't work.
I've been through the first two routes to completion, and am halfway through the third. So far, none of the horror content have phased me for even a second; the strongest reactions I've had with the game have been the small moments when I've identified with the thoughts and feelings of the MC, or with aspects of her character that I've deduced through compiling her thoughts and feelings.
Besides that the only notable feeling is some minor frustration that there are absolutely zero ends that aren't terrible in some way or other, but I knew that going in, and I'm invested in seeing this through to the end. Usually when a game has myriad bad ends and only one or two good ends, I tend to just chase those good ends and zealously ignore the bad ones. No game before have managed to motivate me to go through all the bad ends.
The moments of hope when the story seems like it's heading towards a happy ending are precious, even though I always know it's not going to last. If anything that fleeting feeling of hope is accompanied by a morbid curiosity as to how and when this illusion will shatter.