The horror story could involve a sense of isolation. Mylene David might be in a place where no one can hear her screams, like an abandoned island. There could also be some sort of time - related mystery, such as she keeps seeing the same moment repeat in a loop, but each time something more terrifying happens, and she doesn't know how to break the cycle.
Another element might be a mysterious object. For instance, she could have found a strange, old locket that when she opened it, she felt an icy cold wind and heard a faint whispering, which started the horror sequence. Also, the presence of an unknown entity that seems to be following her everywhere she goes could be a part of the story.