The solution that I found is not one that suits many people, so take it as that. I shifted to the extreme. Movies like Martyrs, Audition, Wolf Creek. There are many more but the common theme, at least for me, has become that horror is now best depicted as "human horror". What I mean by that is that I've shifted away from monster/ghost/traditional horror and now find stories about people to be more "scary". Opening up this way actually put me on documentaries too since actual true story tend to be way scarier than what Hollywood horror is producing lately. I think it was "Silence of the Lambs" that opened my eyes.
The downside of this is that, at least this is true for me, I can only do it for short spurts. The extreme horror stuff can be quite taxing and after a few weeks of binging, I have to go the other way and watch some light stuff. By redefining "horror" to include awful human situations and ocassionally ovr the top gore, I have found a way to sate my horror needs, but it burns me out too since some films take a real toll.
I think it come from the fact that I watched basically every horror film that came out when I was a kid (I used a Beta until it broke, moved on to VHS and wore out 2 of those before I was 20). So what I grew up thinking was "horror" (Freddy, Jason, etc.) doesn't work anymore. Like you said about thick skin, I think the same way as though seasoned horror fans have formed a tolerance. So it's not too surprising that changing up the drug (horror) just a lilttle bit still allows me the high that I'm looking for.
Here are a few flicks that have impressed me over the last few years. Again, to anybody reading, these movies are not for everybody and actually mostly for very few. Also, a bunch are not in English so subs are essential and some of these films are hard to get.
In addition to the 3 I mentioned above...
Safe movie that most normal people can watch- Rec 1 and 2 (3 was an abomination), High Tension, The Descent, The Loved Ones, Open Water, the original Oldboy, Event Horizon,
Disturbing movie that most people can't handle- Rob Zombie's more recent movies (I'd say anything since The Devil's Rejects", which I love, but dont consider horror), Inside, Feed, August Underground, The Bunny Game (way too much for almost anybody), and A Sebian Film (way WAY too much for almost anybody).
As usual, I'm sure I wnet too long on this response, but I read your post and thought it was exactly how I felt a few years ago. Although my shift in horror viewpoints may not be the one for you, I thought I'd at least throw it out there.
Also, the best thing we can do as horror fans is at least take a chance on the movies in the theater. When a solid horror flick like "It Follows" shows up at the theater, we need to give them our money so that they have a reason to keep trying. Best of luck in your hunt bud!