I'm not surprised that you find your books in horror. When I stop by any bookstore with my list, I know that I'll need more than an hour to gather them. Every store seems to have their own little method of shelving and I sometimes wonder if they're trying to lead us on the 'grand tour' of their fiction section. The stranger thing is that the more books you have in your series the more likely it is to find that they've been split up.
Urban Fantasy is usually softer than horror.....there's a romance or something 'good' to come out of whatever conflict fuels the story. :)