Bellatrix is the killer so...
Azula...also probably the killer. But if not, totally.
Regina she's been through a lot of other shit so I think she can handle it.

I actually wrote an article about this; link

My favorite is Jack Frost and technically he's already dead and then became immortal. Plus he has ice powers and if the killer doesn't believe in him he can't see him, so I think he'd definitely survive.

Of course Sherlock Holmes could survive a horror movie. I mean, he's Sherlock Holmes... murder is kind of his thing...
And The Hound of the Baskervilles was a thing, so I'm pretty sure he's set.

Most of my favorites would be fine in a horror movie.

Yeah, I am confident the Doctor would be fine. I mean, he's survived horror-themed episodes before.
But even if horror-themed episodes weren't a thing, he'd still survive. Mostly because he's clever. If someone suggested splitting up, he'd probably be like:
"No. That's stupid. Have you never seen a horror movie before? We're staying together. Oh, and you're now restricted from coming up with any more ideas. The rest of them will probably be stupid, too. Like calling out 'Who's there'. Do you really think they'd respond? What do you think they'd respond with if they do? 'Oh, just the murderer that's going to kill you.' Yeah, just shut up and never speak again, alright?"

Based on the fact that my favorite character IS a murderer...Yeah ^-^ (It's Ticci Toby, btw.)

Godzilla had survived a freakin' black hole!

Scrooge McDuck is always fighting monsters, mythical creatures, witches and wizards, all while trying to protect the kids. So I think he'd do fine.

Hahahaha..... Misogi would be just fine. Hes OP enough to handle a horror movie.

Eowyn would be just fine. She stabbed the Witch King in the face for god's sake, I think she could handle it.

The Doctor would just be find he goes through stuff like this all the time.