To some, if I mention Stephen King's name on these boards I might as well be dragging nails across a blackboard or trying to cut marbles with a knife and fork on a ceramic plate. However, the first things I think of are Skeleton Crew and Night Shift. Is there still a market for such short story compilations? How many stories do you need? Should the entire book be novel length?
I don't know about horror (or other genre) collections by unknown authors. I just read C. J. Box's new short story collection, but he's an established author with several popular novels to his credit, and some of the stories were about his previous characters. Daily Science Fiction "publishes" SF stories by emailing them to those who sign up. They then bundle the stories into anthologies and sell them on Amazon. I don't know how well they do, but there may be something similar for other genres.
You do need to be known, because there needs to be a market for it if you want to professionally publish. The horror short story market is very very selective and maybe even 'ghettoized' would be a better word. It's not impossible, but the odds are ever stacked against you.
If you're talking about collections, then yes, it'll be easier to publish a collection if you have some credentials to your name. On the other hand, selling individual stories is relatively easier, and this is the route I recommend taking. Having stories published in a few reputable magazines tells editors/publishers that your work is worth paying for and that potential readers will recognize your name on, say, the cover of a novel.
As a horror writer myself, (Who does short stories,) I know exactly what you're saying. Surprisingly the work does better if I list it as something other than horror. For some collections, the Sci-Fi category works well, for others the suspense category, and still others, under thrillers. I'm a proud indie publisher, and my findings are people don't want to admit to reading horror unless you're very famous. Try your book in other categories. It might do really well.
In general Short Story Collections, even by well established authors, don't sell as well as their novels. Trying to sell a short story collection to a major publisher, or get an agent to represent a collection is going to be nearly impossible. There are smaller presses that do it, but not very many. My publisher published a collection of my short stories (they'd already been published in various magazines, ezines and anthologies and the rights had reverted to me), but I was a known commodity to my publisher. Even so, it's been the least profitable of my publications. My recommendation would be to try to sell the stories individually to paying markets, where they will earn you some income and possibly some recognition. If you're able to do this, you will have a better chance of selling them as a collection, or if you go the self-publishing route you'll have a better chance of marketing them. If the stories have a similar theme, or at least genre, that will be helpful as well.
There an essay by George Orwell, 'Bookshop Memories', in which he says the general book-buying public do not buy short story collections. He even remembers one woman who only wants novels and does not 'want the little story books'.
I leave it to others who have more experience to say whether this story compilation idea will work for an unknown author or not. However, visiting my 'local' bookstore recently, I discovered a whole section devoted to recent short story collections, presented as single volumes. Many of the authors of these compilations who are well-known, like E Annie Proulx, Alexander MacLeod, Sherman Alexie, Alice Munro,etc, seem to be very successful at this. I do think what @TWErvin2 said is important, though. I think it's important to group your stories as a theme or genre to market them together as one book. Not just here are all the stories what I have wrote.
Another option is to self-publish. I've seen people publish short stories - and actually sell them at $2.99 - but call them a novella. That said, the reviews of those "novellas" are full of complaints about how short they are. You could consider making them longer (say 20-30k) and avoid that complaint.
