These aren't VNs, but they're pretty heavy I'd say.
Fear & Hunger: Brutal and unforgiving game with rape (happens to you and it's not pretty) , drugs, suicide, and more. Some endings leave your protagonist with PTSD.
Black Souls: While more forgiving mechanically, it has far more rape and other heinous acts you can do. The second game is a lot better in terms of theming.
Lessons in Love: 5/5 I don't like anime, harems or school settings, but this schizo stuff is good. It's long — like LoTR ×6. You can mostly skip the character introductions (~1st chapter) and just see if you like the weird stuff that starts happening.
Haley's Story: 5/5 Mostly vanilla, but has a twist (maybe too much for some).
Leap of Faith: 2/5 Somewhat about depression, but too soapy.