"I'd maybe even say Annihilation and Under The Skin have more horror aspects. "
Agreed. The horror elements in "Cloverfield Lane" aren't really introduced until the last half hour (or maybe less) anyway. But I mainly see it as a self-conscious "Twilight Zone" type throwback with maybe more elements from sci-fi, suspense and mystery films than horror. And like many viewers, I was pretty much on board w/ the film until the ending, not long after the horror elements truly started to reveal themselves