No safe place at all?

[Magnum66]

Good horror comes from the contrast of safe moments, and dangerous ones. Constant peril will numb the senses after too long, and will start to be annoying/tiresome instead of scary.

This is exactly what I wanted to say.

The best method is when you think to be in a save place, but it is not save.
For example the Back Hall. When you enter this place you felt very save, but later in the game the Back Hall turned into a scary place. Music changed, the fountain is spying blood, a corpse lies in it and the shadow comes in. This would transform a beautyful place into a place in hell.

An amazing point and also a good example of how to do it right. I really hope you're not just constantly under fire and staring down an imminent threat. It would be scary as hell at first, but then get tiring and annoying. Also the more you're exposed to this terror it starts to become a lot less terrifying as you're quite used to it. It will become old and not scary anymore.