I watched this move online around about 2010/2011 and at the time it seems like it could only be a few years old.
It was set in England, its was a smaller budget independent film.
It was a thriller with minor horror elements
The movie focussed on a man who I think moved to city, could be London. He got involved with a woman or possibly a group that led to supernatural happenings.
The man spent most of the movie in fear of what was happening. Running away and being paranoid. There was what seemed like demons and or shadowy figures.
There's a scene in an alley or under a bridge with oil barrels being used for fire and thean being chased and him looking back at the shadows cast on the walls I think
SPOILER for the ending
Eventually has face to face with a man/demon half lit in shadows and in fear.
The man/demon gave a speech about maybe looking closer or stepping into the light. He the. Steps forward and the demonic elements are fine and he's just a regular man. And is essentially like "Yeah it was in your head the whole time"
The main character then goes about his life as normal, renewed vigor and all that. end movie.