I would recommend reading this article in full: The Psychology, Geography, and Architecture of Horror: How Places Creep Us Out. It's quite interesting, but the main point is that you need to create unpleasant features and unpleasant associations.
And a word on what makes "cosmic horror" stand out from normal horror, by Lovecraft himself:
Children will always be afraid of the dark, and men with minds sensitive to hereditary impulse will always tremble at the thought of the hidden and fathomless worlds of strange life which may pulsate in the gulfs beyond the stars, or press hideously upon our own globe in unholy dimensions which only the dead and the moonstruck can glimpse.
A certain atmosphere of breathless and unexplainable dread of outer, unknown forces must be present; and there must be a hint, expressed with a seriousness and portentousness becoming its subject, of that most terrible conception of the human brain -- a malign and particular suspension or defeat of those fixed laws of Nature which are our only safeguard against the assaults of chaos -- from Supernatural horror in literature
In other words, ask yourself this: what would a malevolent God, with a sadistic wish to torture humanity, do, to make you feel dread, and make you question reality? Or, if you're not the sadistic type: recall your most vivid or disturbing nightmares, the ones that left an impression, that made you wake up in dread, and include elements from them. That's what Lovecraft did, from what I've heard.
Hostile environments that give the main character no chance to hide, and are easy to get lost in.
A hospital is perfect for this, they're often sprawling, hard to navigate, easy to get lost in, and while they offer many hiding spots for you, they offer your enemy just as many chances. And besides, Lovecraft has stated in the Cthulhu story that space/geometry makes no sense
Refuge means having a secure, protected place to hide where one can be sheltered from danger, while prospect refers to one’s clear, unobstructed view of the landscape.
We love [...] places where “you can see without being seen, and eat without being eaten”
Attractive places offer us a lot of prospect and a lot of refuge [...] the worst combination is very little prospect or refuge [...] [such places] are perceived as unsafe and dangerous
Scary places may also lack what environmental psychologists refer to as “legibility.” Legibility reflects the ease with which a place can be recognized, organized into a pattern and recalled—in other words, a place that we can wander around in without getting lost
Leverage creepiness (ambiguity of a threat's presence), horror (ambiguity of a threat's nature) and fear.
Keep these notions in mind while you're describing the environment and other characters. Patients who look or act strange can make you uncomfortable, because you don't know if they are a threat or not, and it's the uncertainty that creates anxiety. Want an example? Look at Charles Manson. You can tell that you can't "expect" him to behave normally. Well, at the end he makes his intentions pretty clear...
Creepiness is a response to the ambiguity of threat [...] we get creeped out by certain people because they behave in bizarre and unpredictable ways, violating the subtle social conventions that enable us to understand their intentions [...] they present us with an ambiguity as to whether or not they are someone to fear, and this ambiguity makes us very uncomfortable.
Physical characteristics such as an unusually lean body type and unusual facial features, especially in the region of the eyes or teeth, predisposed their participants toward making a judgment of creepiness
Places can creep us out for the very same reasons that people can, by presenting us with ambiguous information that makes it unclear if the place poses a threat to us or not
Horror, on the other hand, is the growing awareness that we are indeed facing some sort of danger, although we may not yet exactly understand the nature of the threat or how best to deal with it.
Fear is the clearest of the three emotions. It occurs when we clearly recognize the nature of the danger that we face and we concoct a strategy for dealing with it.
Being alone means you creep yourself out even more easily.
Kind of obvious, but if she is in a group, or finds allies, have them split up, or have the group fall prey to the Lovecraftian monster. Losing trusted allies, or even turning those allies against her would really take a toll on anyone's psyche.
Humans are a highly social species with a strong need for interaction with others, especially during times of stress; when we go through a trying ordeal alone, a lack of emotional support and comradeship can increase our anxiety and hinder our ability to cope. We rely on others to help us resolve ambiguity, and [...] cooperative defense against threat.
However, monotonous or tedious stimulation from our surroundings may cause us to turn our attention inward—within ourselves—which most of us have much less experience handling.
This may lead us to lose confidence in our understanding of what’s going on in our surroundings; is that creaking sound upstairs just an old house pushing back against the wind, or is it something more sinister? [...] Without others with whom to share information and reactions, ambiguity becomes very hard to resolve. When this happens, our mind may quickly race to the darkest possible conclusions.
A place's history factors into its creepiness.
If a place has demonstrated a past proclivity for providing unfortunate outcomes for those who have visited it, we take that as a warning and resolve ambiguous feelings about the place by moving in the direction of caution.
signs of life suddenly interrupted and frozen in time only amplify the fear factor; remnants of a half-eaten meal on a kitchen table or clothing laid out on a bed waiting for a homeowner who has apparently vanished without warning create a frightening ambiguity about what may have taken place in the house.
Use negative associations, unpleasant/unhealthy places are inherently more creepy.
Unless you have some experience in medicine, chances are that you have no idea how you can handle tools and chemicals found in a hospital, but you know that they're pretty dangerous. There's menacing signs like "biohazard", "x-rays", "explosive", warning labels... you feel like you can't "read" the place, and that you should get out since being there is more likely to do you harm than good.
I've been admitted to an ER once, late at night. I passed out, and when I woke up, it was dark, I was in a room with a bunch of other patients, completely alone, I had a cannula stuck into my wrist... good thing I was too tired, but I seriously considered ripping that thing out and getting out of that room, just due to the uneasiness I felt in that moment.
places that isolate people without their consent such as prisons and insane asylums are often considered scary. I would take this one step further and propose that any institution that once housed any “troubled” population of people may become “contaminated” by this association [...] our brains take advantage of any information that will guide us to a conclusion about the costs or benefits associated with spending time in a place, and such places are very strongly associated with bad stuff [...] prisons, orphanages, and hospitals are ubiquitous on virtually every list of creepy places.
Death/decay/illness are extremely creepy.
Patients get progressively less sane, less responsive, less human as she sinks deeper and deeper. They are more ill, more mutilated, more deformed, with each floor. Maybe she witnesses the mutation of one of them into those monstrous beings. There's plenty of gruesome medical pictures and conditions, or sites that show pictures taken by EMTs, if you want some gruesome and realistic inspiration.
Death is inherently creepy to us because of its ambiguity, and ambiguity is the soil in which horror grows. Very few people know exactly when or how they will die, let alone what happens to them after their death