Okay, so I'm going to give some explanation as to why it's an oxymoron Cozy implies feel good. Horror implies feel bad Therefore you want feel-good horror. But that's not how it works. Also, why is it absolutely necessary for a genre you have no interest in to feel good all of a sudden?
There is no such thing as cozy horror. If you want things to be cozy, sure! But you still need the horror aspect!! Otherwise, it's just an oxymoron!