Try out hell blade senuas sacrifice. Pretty much hits on these exact themes.
Gaming
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Obligatory “play with headphones”, everyone says this and you’ll understand why. This game is truly a masterpiece and no effort was spared into representing the protagonist’s condition, of which the audio is a key part of.
Echoes of the Eye sort of fits this, I think. It's a DLC for Outer Wilds though so you kinda have to play that too (although it's well worth it).
Off the top of my head I can think of re2 remake, silent hill (depending on the ending you get) and alien isolation
If you haven't played it yet, The Walking Dead: The Telltale Definitive Series. It's a packaged, remastered bundle of the four Telltale TWD games and DLC stories. I don't want to spoil anything if you're unfamiliar, but the story in these games is an absolute rollercoaster. The overall story of the whole thing is centered on a girl called Clementine, who you meet as a young child at the beginning of a zombie apocalypse and follow her through the motions into becoming a young adult. Being in TWD universe it can get pretty grim but she always finds a reason to keep going :)
Death Stranding has heavy horror themes, but it's ultimately one of the most positive messaging games I've played in years. It's set during the apocalypse, or extinction of human kind, where the world of the dead has collided with the world of the living, and lost souls roam the planet looking for bodies.
It's beautiful, and oddly optimistic. The ending is actually positive. Characters grow and mature over the span of the game, all during a lovecraftian sort of nightmare. Definitely scratched that itch for me.