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 :)