Quite some years since I watched it so memory is hazy, but I don't remember Cossette no Shouzou to have any gore to matter. Someone correct me if I'm senile...
I remember the main male protagonist was strung up with chains while his chest was opened and a fountain of blood sprayed with a giant skull floating in the background. -And the whole blood filled glasses thing. Could be considered gore, depending on how squeamish a person is.
I don't really remember much gore in
Hell Girl (don't know about the sequels). And though it's not straight horror,
XXXholic might have enough horror stories to be of interest.
