I must admit I heaved a deep sigh upon reading the title of this episode, knowing that horror is usually either a) not FtB's thing, or b) an outright whipping boy, depending on the mood of the hosts. (Much love to your fine podcast, just pointing out that an episode devoted to a blind spot among the hosts is going to be a tricky listen.) I have some advice, but it may be layered between moments of frustration, so I hope you'll forgive me. These thoughts come from ~15 years of running mostly short Lovecraftian horror games, as well as a current long campaign of Mothership (sci fi horror from Tuesday Knight Games).
One host mentioned at the end of the episode that the players need to be on-board with the genre, but the way this is mentioned as an afterthought is very telling. The bulk of the episode is devoted to brainstorming ephemeral techniques, "tips and tricks" to create a tangible emotion in the players around the table. In fact, this appears to be at least Dan's entire conceit. While some GMs famously employ such things (John Wick's black suit, skull prop, and candles-only method), these things are far more likely to distract from the game than add to it. This conclusion has been reached by the vast majority of horror-centric GM's with whom I've spoken. If you're serious about running a horror game, the faster you can be disabused of these notions, the better.
In truth, player buy-in is the beginning, the middle, and the end. All you need to do is invite them to play [X game], describe the genre (e.g., historical horror, modern slasher, etc.), and if they agree to play, then they have entered into a social contract by which it is understood that their characters will experience fear (of any type, numinous or concrete), and react accordingly. It is absolutely not your job any longer to promote specific emotional responses in the players. These may occur, and they can be enjoyable, but they are emergent from play and cannot be manufactured or predicted.
Consider the genre of fantasy: I have never heard a DM say, "I'm not confident enough to run D&D because one of my players wants to play a barbarian, and I'm not convinced I can help that player experience true, savage bloodlust." Such a notion would seem absurd to anyone who has played D&D, because it is understood that the emotional experiences of characters in a fantasy or middle ages setting are separate and distinct from those the players the table.
Of course, there are legitimately difficult things about horror that were touched on in the episode. One-shots are easy: you just ramp up the tension until it explodes. But if you're aiming for a long campaign, you can't hit the same level of terror in every session. In my current Mothership campaign, some sessions are more like Firefly or The Expanse, where the characters are investigating the galaxy or performing upkeep on their ship, etc. But each time they go on a mission, I try to focus on presenting a different type of fear: isolation, existential, body horror, etc.
I hope I don't sound too negative, because this advice is meant to illustrate how easy it actually is to run and play horror games. But it absolutely won't work with the wrong group of people! I get the impression from what Dan has said over the years that he has often witnessed horror games devolve into Scooby Doo or Abbott and Costello shenanigans. And you know what? If this happens to your game and it's not what you had intended, it is entirely on the players for either a) not understanding the intended genre, or b) breaking the aforementioned social contract.
Sorry for the novella! I love your podcast immensely, and just wanted to talk about something that's close to my heart. Cheers!