Yeah they're Hunters, the blue/purple ones are known as Sweepers though and can inflict poison. A right royal pain if I do say so myself.
As for scary moments in this game, since I've played it through about 6 times now the effects have worn off on any parts that may be considered scary, though there are a few parts that can have me on edge. Namely the torture area with the Doctor Zombie, something about that place gives me the chills. Besides that I've always found the huge suspended doll in the main part of the mansion to be a rather unsettling sight.
For me most of the scares were in the first half of the game, when you reached the latter half of the game there aren't really many shock moments. Though fighting Alexia Type 1 for the first time and getting instantly killed with no way of escape by being too close was rather shocking, I guess. =P
Now that you mention it, the final parts with Steve are kind of thrilling too, I mean he is pretty intimidating there. Though I have more trouble setting up the item on the pressure pad in the room beforehand, gives you a fright if you time it wrong and have to dash out before Claire becomes a sandwich.