Any list that doesn't start with 'The Silent Patient' feels incomplete to me, and I'll die on that hill. Alex Michaelides constructs this slow, deliberate burn where the abduction isn't a flashy chase but a psychological lockbox—the wife of a famous painter vanishes, he's found covered in her blood, and then he just stops speaking. For seven years. The entire narrative is this taut wire of unreliable perspective, and the grip comes from the unbearable tension of waiting for the one person who knows the truth to finally break his silence. It plays with the idea of abduction not just as a physical act, but as the abduction of truth itself, which I found far more chilling than any gory detail.
For a completely different flavor of dread, try 'The Chain' by Adrian McKinty. It takes the core parental nightmare—your child is taken—and weaponizes it into a societal trap. You only get your kid back if you kidnap another child, forcing the next parent into the same horrific choice. The grip here isn't a whodunit; it's the suffocating, morally corrosive mechanics of the system itself. You're not just reading about a crime, you're getting dragged through the logistical and ethical quicksand of participating in one, which creates a relentless, panicky momentum that's hard to put down.