The dark romance crowd tends to fixate on 'Court of the Vampire Queen' and that whole vibe, but if you're hunting for actual gothic atmosphere paired with authentic sensuality, you need to look a little further back and off the beaten path.
Katee Robert's book is fun, don't get me wrong, but it's a modern fantasy ménage with vampires; the horror element feels more like set dressing than a genuine chill. For a blend where the horror truly feeds the erotic tension, I'd point you towards 'The Gilda Stories' by Jewelle Gomez. It's less about graphic scenes every chapter and more about the profound, unsettling intimacy of immortality itself—the sensuality is in the longing, the blood-sharing as a deeply connective act, and the gothic mood is baked into the centuries-spanning narrative. The hunger feels dangerous, not just sexy.
Another one that gets overlooked is 'The Darkangel' trilogy by Meredith Ann Pierce. It's older and classified as YA fantasy, but the undertones are wildly gothic and the central relationship with the vampiric aerie is deeply strange and sensual in a way that's more haunting than hot. Sometimes the best blend isn't the most explicit; it's the one where the shadowy, frightening elements of the mythos aren't sanitized for the romance plot, but are the very source of the attraction.