From the free-to-Prime Amazon stories, I can also recommend some of the dark fantasy
Into Shadows stories:
The Six Deaths of the Saint by Alix E. Harrow
Undercover by Tamsyn Muir
Out of the Mirror, Darkness by Garth Nix
And from the
Trespass stories:
Wildlife by Jeff VanderMeer
The Backbone of the World by Stephen Graham Jones
Bloody Summer by Carmen Maria Machado