Well, the reality is that not all romance novels are the same. I used to read romance almost exclusively in my teens/very early 20s. I've tried rereading some of the books I liked back then and found them both boring and kind of 'meh' on writing. Romance is a very popular genre and that kind of means there's a lot of dreck, even among the "bestsellers."

I'd recommend playing around with the subgenres.

Urban fantasy with light romance: Kate Daniels series by Ilona Andrews
Sci-fi romance: Sirantha Jax series by Ann Aguirre

The last thriller romance I remember really liking was by Lauren Bach, but that was like over a decade ago and my tastes weren't always great back then. That said, Nora Roberts may be a good choice, given that she also writes a long-running mystery/thriller series as JD Robb.

Horror romance... Ehh, not really a subgenre. The closest you'll really find is horror elements in either urban fantasy, fantasy or sci-fi romance. Maybe thrillers, too, if you count serial killers as horror. But that first book in the above-mentioned Kate Daniels series might work as there are some dead folks and missing folks with something or someone supernaturally strong responsible.

Aside from all that, Lisa Kleypas is one of only a handful romance writers I can still enjoy. Straight romance though.