I can't hardly find any Horror taking place in space or dealing with Aliens. Mostly the same few books get mentioned like Alien, Invasion of the Body Snatchers, Hyperion books (not horror at all), Blindsight, and a few others.
Some parts of Hyperion are very horrific: the cruciform creatures particularly.
Anyway, there's zombies in Star Wars: "Death Troopers" - Joe Schreiber and the prequel "Red Harvest",
http://starwars.wikia.com/wiki/Death_Trooperswhich you can find here:
https://audiobookbay.lu/audio-books/star-wars-req/Many Lovecraftian stories involve aliens -- the Old Ones and their Shoggoths are alien.
Be a bit more specific about what you mean by "horror"; it's a wide genre and a lot of books not marketed as "horror" actually could qualify as one type or another.