Here are some thoughts on your trip
If you can stretch to it, you should try and visit/spend a night on Miyajima island off the coast of Hiroshima. The JR Pass covers the travel on the ferry to the island so you won't need to pay any further for this. If you don't fancy lugging your luggage around you could leave it in a luggage locker at Osaka station while you travel down to Hiroshima.
You should ideally aim to stay overnight in an onsen (hot spring) hotel or ryokan in the Hakone area to get the best out of the area. How about stopping in Hakone on the way back to Tokyo on Monday? It is en-route from Kyoto so will also save you doubling back on yourselves.
For Hakone you should aim to use the bullet train to get to Odawara station. From here you will need to use non-JR lines up to the Hakone area itself. I recommend the 2 day Hakone Free Pass which you can purchase on arrival at Odawara station.
As you are spending so much time in the Kansai area, how about visiting Koyasan and spending the night in buddhist temple lodging? It's an incredibly atmospheric experience, and a highlight of many trips. You can find more about Koyasan from the official website here, and while you will need to pay around ¥2000 to get there (Koyasan station lies on non-JR lines) it's well worth it.
While I'm not 100% sure if there are any horror events, if you are J-Horror enthusiasts you should definitely check out the haunted hospital at the Fuji-Q highlands theme park near Mt Fuji. As the 2nd longest haunted house experience in the world, the haunted hospital is set in classic a J-Horror setting and populated with many real actors. As a past customer, I can vouch for it's ability to generate pant wetting terror, and there are many other endorsements on the internet). The entire experience can take around 1 hour (shorter if you run through it terrified out of your mind - ahem...) and the surrounding theme park is excellent too if that's your thing.
FujiQ is not directly accessible with a JR Pass. You can use the JR Pass to get to JR Otsuki station, and from there will need to use the Fujikyuko line to the FujiQ Highland station (approx. ¥1000 each way). If you do decide to go I recommend visiting on a weekday rather than weekend to avoid the crowds.
Hope this helps!