If you like the visual style,
Lilitales might be up your valley. Luna looks a lot like Lelia. However Lilitales is a grid-based dungeon crawler RPG, and there is no guro, but it has some challenging content, consensual and not-consensual sex, religious cults, monsters, tentacles and that very good feeling of slow corruption throughout it.
If you are more interested in guro parts, try
Mad Island, however it is more of a sandbox similar to
Conan Exiles, but it has all the guro type stuff even much more than here. For example, one of the earlier bosses carries female corpses hanging on a pole behind his back, and during combat he can start fucking them to regen health. This is also going to be the pole where he will hang Yona, the FMC, if you lose (it also has MMC, they have both have different scenes and you can mostly swap freely between the two, however some events require a specific protagonist). The visual style, on the other hand, is vastly different, and
the game is in the early access as well, though there is
a lot of content even as of now. The thread I linked also has all the possible helpful guides for it, in case it does click for you.