Hi Annie!
This is definitely a unique story, although I'm not really sure what direction it's going down. I have to admit that it's not my cup of tea, but then I'm not super into reading a short story where the largest chunk is provocative and sensual. However, I'm certain that parts of it can be cleaned up so that it becomes smoother and more complete.
The biggest thing is that you shouldn't shy away from is fleshing things out more. There are a lot of moments where I was reading and then I found myself asking why I felt that the prose was lacking. You can almost grasp its emptiness. It's like you have spaghetti but no sauce. Maybe there's a little sprinkling of pepper, but that's certainly not enough to satisfy the tastebuds. I would encourage you look into the ideas you have written and elaborate on the ones that you deem more important for the reader to become engrossed in. It's doubly important to not flesh out every idea you have, or else it becomes too much and something that is called purple prose. (This is something that I myself am guilty of so yes, it can happen and yes, it's not good!) Everything is moderation, we say.
Something else that I would suggest you focus on is your characters. Currently, they're a little confusing, especially the strange woman. She is prone to snapping in and out of behaviours that would normally be considered polar opposites of each other, and yet there is no explanation on whether this is meant to be or if this is just faulty characterization. In so short a story, it's important to have well-rounded characters but again, as with description, you don't want to overdo it. It might be a good idea to focus on two or three parts of the character's personality that you think are crucial to the story arc and then go from there. Of course, you can always go further but it's good to start with a healthy, well-nourished base. After all, tomatoes are the base to any great spaghetti sauce. 
I have a few minor things that I came across as well:
almost seeming innocent. But not really, more like mischievous.
This is contradictory. You can't say, "She almost seemed innocent, but not really." That's like saying "just kidding". It's a little funky, don't you think?
I needed to run, something just wasn't right.
The comma placement is incorrect which actually makes the sentence a comma splice (when two independent clauses are joined in the wrong way). The two easiest solutions include creating two separate independent clauses with a period or replacing the comma with a semi-colon. For more information, I will direct you to this article.
and brought her lips up to meet his
I think you meant "mine" instead of "his".
Then something sharp pierced my neck
"Piercing" implies something akin to a needle penetrating skin. So have the woman's teeth actually penetrated the main character's neck? That's a little freaky...
Overall, this piece just needs a little more explanation and elaboration in parts. After, it should be less confusing for the reader and a little clearer. It's good to be suspenseful but clear thoughts are still required. Mysteries are the last place to be incoherent! You definitely have something that is interesting and intriguing and you've done a good job of creating a rather misty and foreboding atmosphere.
Thanks for the read!
Best,
Lav
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