An Sub Genre is one of several different categories within a particular genre.
Romance Thriller most of the times usually have things such as affairs, love triangles and murderous passions.
Political thriller usually have someone in power by having extra legal plots. also Government corruptions, espionage, etc...
Psychological thriller is the sub-genre that makes you think and plays with your mind leaving puzzles and questions you have to workout/answer.
Super natural thriller is when it is Good vs Evil and things happen that you wont usually see in real life.