Don't be a victim to the pitfall of always assuming there is a magical explanation when a mundane one does fine. You were creeped out by horror. This is a normal, expected result.
If you ever feel like something bad happened to you astrally or spiritually due to watching this, you did the correct thing by cleaning your aura. Cleaning the aura, cleansing your space with your preferred method and just focusing on something else, all do great work in helping you with issues like this. I'd also tell you to deliberate with Demons you're working it on an issue if it gets too serious, but I assume that if you have this ability, you already know what to do best in regards to it.
As far as "Can stuff like that really have an effect on your soul", that is a loaded, complicated question. Can things negatively affect your soul just by watching them? Yes, but I'd say not permanently. And certainly not some silly fiction.
If there was anything malicious or of the enemy within that, you can rest assured that your Dedication to Satan is protecting you.
This recent article by High Priest Zevios also addresses similar points to your issue. It's an article that helps a lot with the principle of "mundane over magical helps you not go crazy". I can't possibly put it as well as he did.
Alien Races, Corrupted Beings, Greys, Kooky people, etc.Full site ↗