About horror elements. What's it called?

[FlawlessHappiness]

Fade-out seems like a fine word for it.

Think the "hollywood-model".
Looks like this:

Spoiler below!

Notice that there is both a point-of-no-return and a fade-out.

You may be able to look at the back-hall as point-of-no-return and the ending as fade-out.
(It can be discussed whether the PONR is earlier)