If you aren't familiar with those games, they are usually described as "high fantasy" & "grimdark", with themes inspired by Medieval Europe. I'd say the ending is bittersweet, and even thorough the story many side-quests lead to depressing outcomes. So, I'm looking for adult fantasy books in these sub-genres that have some "epic" journey as the plot, but also where the protagonist cannot have it all and definitely does not get a happy ending.
If it helps anything, I found the Godkiller book by Hannah Kaner to be very similar in tone and absolutely loved it (I know of the sequel).
Thank you!
by CustodyOfFreedom