Great recs already in this thread, and while these are light on the creepiness they do satisfy the non-linearity part so you may be interested.

This Is How You Lose the Time War by Amal El-Mohtar and Max Gladstone. Take a look to make sure for yourself but it's a pretty short book written in an epistolary format and I hesitate to say more for spoiler reasons but it is non-linear. Great prose, quite poetic, interesting ideas as well.

Station Eleven by Emily St. John Mandel is another non-linear story about a global virus bringing the world to a halt (sounds very familiar eh but it was written pre-covid). Def more creepy than the first reco but still non-linear narrative that I enjoyed.