I’m looking for some things that would make a story seem scary, in terms of directing, and how they could be executed.
For example, what makes a jump scare, scary? Is it the sounds? Is it the zoom?
I just feel like the nightmares in my story aren’t quite scary enough.
If your story is with ghosts you could use a zoom on a character , and then use a white character with no eyes and make it pop out and use a gun and gun animation to shoot the character . Those things usually scare me, but really in a story the thing that scares most people is the choice you have to make deciding whether or not your character dies.
Hope that helped 
I would say zooms & sounds, backgrounds and all play an important part, in my opinion the clothes on episode won’t help you make your story scary that much, so that’s where I’d use overlays and backgrounds as like pop-ups because they can provide more variety for the things you can do. So for jump scares, I’d use sound or music to lead up to it and then have it come out of no where? Like a completely unexpected type of thing. Maybe watch videos on Youtube of jumpscares and see what leads up to the ones that scare you?
Fast transitions help. Like transition fade out red in 0.1 over and over again, as seen in Hit and Run