The question of whether Monsters Unchained is horror, I don't feel has a perfect answer that will satisfy everyone. Some may call it action, others horror. These genres are not set in stone by a deity; they're ill defined constructs, often changing person to person, culture to culture.
I'd call it action--adventure-horror in the same vein as other Universal pictures including The Mummy or Jurassic Park. But I'm sure not everyone will be happy me saying that.