"This movie is scary."
In conversation, 這個電影 is very common. But, you are right, 這部電影 is more "proper".
I agree, i even asked several native speakers and they also agreed that it should be 一部电影
In English, you don't say "the movie scary". You say "the movie is scary". 很 also acts as "is" for adjectives.
Actually if you don't add 很 , it may sounds very weird. In conclusion, it is fitted for the habit of the oral Chinese.
恐怖 also means scary too, also need to use proper measure word too. 個 is only used when you have no other option, but movies are measured in 部