One common theme is the loss of innocence. In these novels, the young characters are often exposed to extremely terrifying and often cruel situations that shatter their innocent view of the world. For example, in 'Carrie', Carrie's experiences at school and at home strip her of her innocence as she is constantly bullied and mistreated.
Isolation is another theme. The young protagonists in horror coming of age novels are frequently isolated. It could be physical isolation like in 'The Shining' where the family is stuck in the haunted hotel. Or it could be emotional isolation as the characters face things that others don't believe or understand, like in 'A Head Full of Ghosts' where the girl's family is more interested in the spectacle of her sister's supposed possession than her own feelings.