I've had some horrifying experiences/scary experiences/awful experiences recently.
I've had some experiences that have made me shudder recently.
「最近ぞっとしたことある」は I've had some horrifying experiences/scary experiences/awful experiences/experiences that have made me shudder recently.
医院からの帰り道コンビにで何品か買うため歩道に自転車を止め、バッグから小銭入れだけ取り出して店の中へ。
On the way back from the hospital （又はclinic, doctor's), I stopped by a convenience store to buy a few things. I parked my bike down an alleyway, took my coin case out of my bag and went into the shop.
その際、荷かごに、カード一式入りの財布や保険証、携帯、定期券、めがね等々重要なもの一切合切入ったトートバックの口をあけたままにして１５～６分後に戻り、そのことに気づきぞっとした。
When I came back to my bike after 15, 16 minutes, I noticed I had left my tote bag
open in the bike's basket and all my valuables, such as my wallet, my insurance card, my phone, my train pass, my glasses were inside. I felt horrified/I shuddered when I noticed what I had done.
通りには数人行きかう人々がいたし、コンビににも次々と客がはいってきた。バッグは無事でほっとした。
So many people had come and gone past my bike and so many people had gone into the convenience store. I was so relieved to find that nothing bad had happened to my bag.
イギリス 
