I'd agree that an alien could be included in the horror theme, but would also point out that the reason that the Alien films in particular are classified as horror are one, because of the specific look of the creature (they are quite horrible looking, dark, slimy evil etc) and two (the main reason) the film is actually scary in timing and has a tense atmospheric feel to it. The hunt of the humans by the alien is mainly the horror part of it.
I would classify your alien as he is as more of a sci fi alien that horror, deep space nine etc, not really scary, just not from this world. Try adding a bit of anger, a look of evil twistedness to him.
Overall he is looking good though Stwert!