The title of Greer Hendricks and Sarah Pekkanen’s suspenseful new psychological thriller is comforting . . . and sinister: “You are Not Alone.” The first-person protagonist is Shay Miller. She feels herself to be alone. Then she meets strangers who invite her into their exclusive gathering of young women. The group includes the sophisticated Moore sisters, who not only show her how to dress and act, but begin to make her uneasy. There’s something odd going on with them, though neither Shay nor