I don't think that "blood, guts, sex and drugs" in an artist's work, as @Marmotini said, necessarily means that they are on the Se/Ni axis. If anything, Ne would actually encourage having these elements in an artistic work because it's partially about exploring the unknown and controversial, since it's the opposite of Si.

However, I do think David Lynch is an INFJ. Not because of the contents of his films themselves, but because of what he's said about transcendental meditation in his lectures and in his book Catching the Big Fish.