Zombies are an excellent horror tool. I like the setup. However, the key to every horror story is showmanship.

When they exit that cave, rather than seeing the zombies over corpses...

They see, in the pale moonlight, the bandit dogs strewn about the clearing, dead. A couple bandit corpses are mixed in with the dogs. All seem ripped apart, as if by a bear, or something incredibly powerful. Over one bandit, several humanoid figures are silhouetted in the moonlight, hunched over. It's difficult to make out what they're doing, but it's clear they're doing SOMETHING.

Then, when they catch their first good look?

As it enters the torchlight, you notice a horrific wound on its neck, as if half its throat was torn out. Fresh blood covers the front of its armor, but even if its on death's door, it certainly isn't showing any signs. Fresh blood is all over its face, and you realize that this blood is not its own, but rather from the body of its bandit companion. Behind it, you begin to see one of the corpses move, and lurch to its feet. To your left, two more begin to do the same.

Remember, to make any story memorable, especially horror, it's all in the way you tell it.