I was trying to think of a symphony I once heard that was positively frightening (in a good, exciting way), so I searched the Internet and found this page “The Twenty Scariest Pieces of Classical Music”.
This is an interesting list. It does have the piece I was searching for (“Danse Macabre”) and several others that I have heard previously and that I also found quite scary. It also includes some movie themes that I would classify as thrilling or exciting rather than scary, such as the theme from The Twilight Zone and Night on Bald Mountain (the list calls it Night on Bare Mountain, which could be a possible alternate translation).
Please check these out. They are beautiful, intense works by master composers. You will enjoy them.
You may be able to find these on Alexa, YouTube, or some other streaming service.