I can't tell you if this technique has a name as such. You are certainly on the right track with Posterize and Threshold, but I believe the main "effect" used here is the color mode Indexed Color.
Just applying an effect won't be enough to achieve this style though. The images you post have other things in common: they all have high contrast, lots of black and white, mostly on a black background. And of course they all have a dark horror theme.
Here is a method to get you started. You might have to tweak things and apply other filters depending on the images you have.
My starting point is this image of a cute bighorn sheep (sorry, but I couldn't quickly find a fitting free horror image):
(Public Domain, by Jean Beaufort, https://www.publicdomainpictures.net/)
I use Camera Raw Filter to make the image monochrome and give it a harsh look with lots of contrast.
In the Basic tab, I use the following settings:
I also turn down the Aquas, Blues and Purples in the B&W Mixer tab:
I use Quick Selection Tool to select the background, give it a bit of feathering and use levels to make the background completely black.
Now I have an image fitting for applying the actual effect:
I enter Image > Mode > Indexed Color and set it up like this:
You could also try to set Dither to Noise, but for this I like how Diffusion allows us to lower the Amount of dithering so we get some larger areas of each color.
In the Forced dropdown, I choose Custom and define the 3 colors I want: black RGB(0,0,0), white RGB(255,255,255) and gray RGB(128,128,128):
When I click OK to change the color mode, I get this result (click to view it at 100%):
Now I can enter Image > Mode > Color Table and change the gray color to another color:
And the result looks pretty good in my opinion:
Again, remember to view the image at 100% or larger to be able to see the actual pixels:
You can convert back to RGB mode to be able to make further modifications. For example, you might like to apply Dust & Scratches filter to make the texture more chunky: