I was trying to remember a Native American residential school horror/ghost story film I saw several years ago. It may not be the same subgenre of horror you mention in your post, but FWIW, I finally tracked down the title: https://en.wikipedia.org/wiki/Older_than_America

Along the way, found this! http://atribecalledgeek.com/must-see-horror-films-by-indigenous-filmmakers/