I actually agree with the other commenter. There's a TV Tropes page that explains it better than I ever could!
TV Tropes - Nothing is Scarier
Basically: if you create tension and leave the idea that there is something scary out there implicit... it is often better NOT to show anything scary. Because if you show something scary, the player will immediately know that that is the threat, it's a real thing in front of them. If you don't... The player's imagination will create much worse monsters than you could ever come up with! The player will scare themselves more than anyone could scare them. The shadow thing before the zombies is so weird that it actually works better than the zombies! I'd lean heavily into that... maybe work on it a bit more so it's not just a default capsule, but more of a vague shadow that the player can't see very well.
In any case, the game is actually pretty cool. I love the progression and how the rooms change while you're navigating the environment, it makes you question yourself. The atmosphere was cool, too, it was well executed.
Well done! Good game.