I’ve been on a cosmic horror kick lately, and what I’d really like to read is stories or novels of the awful and unfathomable on a spaceship. Stories where we go to them, poke what shouldn’t be poked, scan what shouldn’t be scanned, and things proceed from there.
Not quite cosmic horror, but kind of fitting what you’re looking for in the “shouldn’t have been poked” sense:
The Three Body problem – but particularly the second book The Dark Forest – which has a somewhat novel solution for the Fermi paradox. Don’t shine your flashlight in a forest full of monsters, real or imagined. Become the monster.
The Stars are Legion is a sort of body horror writ on a space colony scale. Won’t spoil it too much, but have you ever wanted human mutation taken to the extreme – to the point of megastructures made of humanity?
The Sparrow, sometimes referred to as Jesuits in Space, is sort of a Heart of Darkness type tale where well meaning missionary/anthropologist types poke things they shouldn’t. They don’t unleash cosmic horror, but just the horror of truly unknowable otherness. It resonates with some and falls flat with others.