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- not much erotic content, but other than that it's story-focused and there's horror (both from the monster encounters and as underlying theme of the story), moral conflicts of a zealously everything-phobic protagonist, and somewhat interactive (choice-based) monster hunts at the end of each act.
Looks like World of Horror has NSFW mods on its subreddit (or its
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). If you haven't heard of it, it's heavily inspired by Junji Ito's works.
And it's been forever so I might be wrong, but
Tsukihime should fit.
Doesn't matter what genre
Kokoro Baka-Monogatari - lose and beg for forgiveness for the horror branch; there's blood/gore and fight scenes in all story branches, and in a way the story is rather heavy.