In go, I remember that there were rare positions/puzzles where old (pre-mcts) algorithms did better than humans, and that was artificial positions where there were a lot of complex recaptures in the same area. Which is rare in go, but common in chess.

I do think that positions where the best move at depth N is a terrible move at N+1 are hard, especially if it isn't just recaptures on the same square. Chess engines used to have special heuristics to avoid such "horizon effects", don't know if they still do.