What impressed me most is how much of the effect comes from the camera work and lighting rather than expensive VFX. A lot of the unease is created by subtle motion, lens choices, and the way the footage is treated in post. When I'm trying to analyze that kind of look, I sometimes run clips through https://zimblu.co/blur-video/ just to get a better sense of the motion blur and movement they're using. Small details like that can make a scene feel surprisingly real.