Key things to identify a thriller

Suspence
Anxiety
MacGuffin
Red Herrings
Cliff Hangers

Sub genres
Justice vs. Injustice
Atmosphere of menice
Characters
Enigmas
Society
Literary devices
Morally complex characters
Deadlines/chases/pursuits

Lighting
Low level
Limited view/shadows
Often at night/dark
Dim colours/a lot of use of red

Settings
Isolated/deserted/exotic
Confined locations - lifts/phone booths
Claustrophobic spaces are a key.

Editing
Quick cute
Fast pace
Match Cuts
Jump cuts

Cinematography
Camera angles
Part of view shot
Establishing shot
Close ups
Frantic camera movement

Non-diegetic
Creaky doors, wind, tap running
Silence
Heavy breathing
Whispering

Characters
Criminal. assasins, dark pasts, etc.
Morally complex
Ambiguous roles
Leave audience guessing who is good and who is bad.