There's more to Fantasy than a single boolean "does it contain something that is not real?"
Fantasy gets applied to the work as a whole, to its dominant tone and structure, not to one element. A work of fantasy usually has other elements that show it to be such. Is there world-building? Is it a quest or a hero story? Is there some kind of lore that grounds the whole universe? Not all of those are necessary, but usually you can clearly define the whole work holistically as Fantasy.
From Dusk till Dawn in particular is a straight crime thriller that turns into a horror movie.
Ok, I got nerd-sniped into trying to define Fantasy after saying I wouldn't.
I don't think crime thriller or horror have anything to do with if a story is fantasy. Alien is a sci fi movie and a horror movie. Psycho is a horror movie with no fantasy elements. Sinners is a fantasy horror movie. It sounds like you are talking about epic or high fantasy, but there is fantasy romance, fantasy detective, fantasy crime thriller etc. You can even have a fantasy sci fi movie like Star Wars.