Lost In The Open (BlackVoyageGames)

Lost In The Open is a game about a ruler who is betrayed by his former allies and chased into a dangerous forest with only his bodyguards and his wits left to escape. The theme and style of the game is dark, the ruler who you play as was a hated and despised ruler. The journey through the forest is a battle for survival but also a chance for "repentance". So while it is dark, the tone of the game is ambivalent - you were a horrible ruler but there's also the potential for betterment. In any case, the characters are more serious in nature.

One good source of inspiration for the theme and style is Darkest Dungeon. This game does not have the same degree of Gothic and Lovecraftian elements, but the general serious and ambivalent tone is the same.