Both the sentences are wrong. One of the correct sentences may be the following: "I can't sleep alone at night because of those/these horror films"

副词通常紧跟所要修饰的词，这里alone修饰sleep，所以是sleep alone

"At night" the prepositional phrase is usually at the beginning of a sentence of at the end. There's a sequence for English sentence structure .. Subject --> Verb---> Object. When the sentence is constructed in the sequence, the sentence sounds more fluent and coherent.

I can't sleep alone at night because of horror movies