foxgog hit the spot with Exanima. A dark and perilous dungeon where you find yourself on your own (right now there's a companion NPC but I didn't manage to keep him alive for too long...) Combat is a bit weird. In the beginning, it looks like some sort of "drunken fight simulator" but once you get used to it, it's a really good system. It will take you time. I suggest starting with the simple formula of parrying an attack and countering. Works quite well with the first enemies and you can slowly try different combat tactics.

If you are looking for a turn-based game, I'd suggest Battle Brothers.
Stoneshard is also a good roguelike (still in dev, as Exanima) that could fit but it includes some representative of the fantasy races: A dwarven playable character :)

The VR hit In Death could fit the bill as well, but I have not tried it yet.

Shadows: Awakening ticks all of those boxes, and the main character actually is a shadow demon.

Only available on Steam AFAIK, but Enteral: Forgotten Stories may also be worth a look. It requires a copy of (he original version of) Skyrim on the account but is essentially a separate game built using the engine, with its own setting and has a darker tone overall.

I love the fuck out of Grim Dawn (one of the best games *ever*), but it has tons of guns.

I'd highly recommend Elderborn and Nioh. The former especially fits your criteria well. Nioh ofc is a oriental dark fantasy but it fits the criteria. You can find Elderborn on gog. It's a fantastic game!

Nioh is a dark souls meets diablo sort of RPG in an oriental setting. Definitely worth checking out. I have also heard good things about Sekiro but it is not something that I have played yet. There's also jade empire and throne of darkness on GoG.

^
This! Great, gritty fantasy games.

And how about Ultima Underworld? Or Ultima 5? That was quite dark too. Ultima 8 is the darkest entry in the Ultima-series, IMO, but also the second-weakest. (only Ultima 9 is worse)

And, without strong magic but with a very realistically feeling Dark Ages simulation: Darklands! (great game, try it!)

To those familiar with Gothic - I know Gothic 3 is not as popular as 2, but does it build upon the story of 2, or are the two independent of each other and could theoretically be played in reverse order as well (if at all)?

Have you played the NES version of Ultima 5?

(Also, you're saying that Ultima 2 isn't as bad as either of these games.)

(For anyone seriously looking to play Ultima 5, avoid the NES version unless you're intentionally looking to play a bad (kuso) game.)

I think that Legend of Grimrock fits the bill. The sequel probably does too, but I can't guarantee that because I haven't played it.

Oh, I just realized if the genre doesn't matter, the game I'm currently playing might fit, too, and that's Hand of Fate. It's a mix of rogue-lite dungeon crawling, deckbuilding, Choose-Your-Own-Adventure gameplay and 3D combat in the Arkham series style, and the tone is generally somewhat darker (cults, devil, demons, vampires, undead, horrors, death, fate, wagers), no dwarves, just one supposedly elven maid, medieval dark fantasy setting, although some skeletons have old fashioned guns like blunderbusses, but generally it's about swordfights.

Some GOG games that fit the bill more or less:

Throne of Darkness
Bound by Flame
Blasphemous
Lionheart: Legacy of the Crusader
Nox

No, I haven't and I won't. I've heard terrible things about it.

About Ultima II: that was weird and it didn't age well. I haven't played it in decades, so maybe nostalgia has softened my impression of it. But as far as I remenber it wasn't as bad as Ultima 9. Maybe I was unjust to Ultima 8, which wasn't so bad as a game, just a very disappointing Ultima, after the great games that came before it. But Ultima 9 is a game that is very bad, no matter whether you know and like Ultima or not.

Grim Dawn
- One of my all time favorite action rpg games, went up the list above Titan Quest IT, which is still a favorite.
- Story, setting, colors, effects, music, are all certainly dark toned, in a good way. It also has a high replay value, as there are plenty of classes and class combinations.

Victor Vran
- Fun game and also has a dark setting but didn't play it all the way through. Will have to get back to it at some point and finish it.

Thumbs Up on both games!
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Darkest dungeon?

Skyrim (There's some really dark quests)