As a fan of Earthdawn as well (I have 75 to 90% of those books, also own every edition), I'll put in my 2 nuyen.
Horrors don't have an overall look or feel to them. Some have animalistic intelligence and will feed on anything: (in order of preference) intelligent life, animals, plants, inorganic material (aka rocks). Others are just a step above and simply try to corrupt/consume people with a specific MO. Two examples: winglflayers are a type of minor Horror that appears as a pile of metallic slivers that animate and flay a person or creature to death; baggi are an arboreal type of minor Horror that resemble an overinflated orangatan that swallow people whole and slowly digest them (think of a mobile Saarlac).
Then there are the more intelligent ones that feed off of pain or suffering or disgust. For example: a gharmek is a minor Horror that animates the dead and feeds off the revulsion it engenders in the living. When they find someone who recognizes a fallen loved one, they quiver with ecstasy over the revulsion. Another example is a wormskull. It resembles a giant humanoid in brass armor with a head (sometimes an entire body) composed of worms.
These types of Horrors have many individuals representing the type, although there may be significant variation between them.
The most feared ones are the major or Named Horrors. These aren't just satisfied with corrupting or feeding off of individuals, although they do greatly enjoy it. These beings are dedicated to creating widespread fear or disgust or loathing. They enjoy playing people off against each other, and they are also the ones who most often are the source of the "Devil's Bargain" style of stories. They also have been known to attempt takeovers of entire kingdoms. The Horror Bone Crown the Usurper took over the city of Parlainth and set all it's people against each other for the fun of it. He wasn't the only one there doing it, he was just the one that got everyone organized into the mass murder squads.
Incidentally, baded upon my reading of the Dragonheart series, I think that Ryan Mercury actually killed Bone Crown during the attempted early invasion of the world. The description is pretty close, but I could be wrong.