A modded Skyrim experience really can tailor to your desires, though that's a steep learning curve if you want to go very deep into that rabbit hole. Everything from how the combat and levelling works can be overhauled, the game made more immersive, darker, grittier, even adding more challenging dragons, or bosses like Dark Souls (check out the "Inferno" mods)
As for an out-of-the-box experience...
I might suggest Pillars of Eternity, it is real-time combat with pause (like Infinity Engine games, Baldur's Gate) and is pretty modern with some very dark gothic elements.
You could also try the Thief game series for a similar atmosphere to what you are wanting, keeping in mind they are Stealth Action games where combat isn't really a viable tactic (sniping guards with arrows from shadows works well though). Similarly you may like Dishonored as well.