City Shrouded in Shadow

Kyoei Toshi (巨影都市, lit. City of Giant Shadows) is a video game for the PlayStation 4 developed by Granzella, who confirmed that it is the spiritual successor to their Disaster Report series of games, and several characters from that series also make cameo appearances in the game.
The game is set in the fictional Ichi City in Japan, which is attacked by mysterious giant monsters called "kyoei" ("giant shadows"). The player chooses between either playing as a man called Ken Misaki or a woman called Miharu Matsuhara (the character may be renamed), with the objective being to try to escape the city with their partner Yuki.
Early on, the main character witnesses a deal between yakuza, which results in them having to escape from a hitman constantly chasing them throughout the game as well. The escape leads the main character and Yuki around the city, and they learn more about Yuki's past and her connection to the giant shadows.