Well, I used to be into JRock and the creepiest was when I discovered a Japenese visual kei band Dir En Gray. Not just the songs, but also their imagery was strong. They managed to triumph even Aphex Twin in creepiness with songs/vids like Obscure and thats quite an achievement tbh. But I got used to it and still like them to this day. Nothing I have watched or heard since then creeped me out
Prisoner. You think it's a cute Pop empowerment anthem? The dying ghost of her future Tommy Mottola days possessed that writing pen and made her predict her future Truly supernatural, and I don't mean #dembabies
Personally I think Lady Gaga's creepiest song is Wonderland because it's the song she stole from Lina Morgana right after she pushed her off that building as a sacrifice.