The modern horror genre as we know it today, particularly the gothic novel, did not exist in the 1720s. The true "birth" of the gothic novel, which is the direct ancestor of modern horror, is widely considered to be Horace Walpole's The Castle of Otranto, which was published much later in 1764.
Before this, while there were no "horror novels" in the contemporary sense, there were various forms of literature that contained elements of horror, the macabre, and the supernatural. These were often found in:
* Folktales and legends: Old folk tales, fables, and legends often contained gruesome or frightening elements, like the stories of Bluebeard or various werewolf tales.
* Supernatural tracts and pamphlets: The early 18th century was still very superstitious. There were many non-fiction and fictionalized accounts of hauntings, witchcraft, and demonic possession published as pamphlets and tracts to either sensationalize a story or serve as a moral warning.
* Proto-gothic works: Some earlier works of fiction and poetry had elements that would later be formalized into the gothic genre. These might include stories with gloomy, medieval settings, tyrannical villains, or ghosts, but they didn't constitute a distinct genre of their own.
Therefore, you will not find any novels from the 1720s that would be classified as "horror novels" today. The genre was still a few decades away from its official inception.