Dark, more substantial, more explicit

Karen Rose's Romantic Suspense. The world is full of monsters, and Karen Rose will introduce you to them all. These aren't fantasy monsters, but the human kind. They do fucked up shit and you see a lot of it. WARNING: I think it's all off screen, but this includes children as victims of sexual crime. However, to me she's the gold standard for fiction authors. Her characters are broken, and there's a dichotomy between how they see themselves when they're the character leading a scene and when they're a side character that's really well done. She gets you inside the heads of both the main pair of characters as they heal and fall for each other and the villains, and does an exceptional job at being aware of who knows what and when in their interior monologues. I love the way the books are paced, and the mysteries are complex and layered. I don't really read romance so can't comment on that part, but I really like how the developing partnership builds out the characters. In sharing their deepest darkest secrets with their co-lead in a given book, the characters get really fleshed out. This is hands down my favorite series and I go through it start to finish on audiobook 3-4 times a year since discovering it. You don't need to read the entire series from the start, but they're broken down into sub-series by city, and those sub-series have strong arcs through them. So far example, you would want to start the 3 part Sacramento series with Say You're Sorry and go in order. This is probably not "first read" material, but I can't give a list of my favorite fiction and not pitch what I think is the best I've read. There's really nothing else like it. If Game of Thrones isn't too much, this is probably OK.

Victorian Era

Lady Sherlock by Sherry Thomas. This is a wildly popular setting because of Sherlock Holmes, and I don't think most manage it very well, but when you do nail the setting, it really creates a deep feeling world. Holmes adaptations themselves are also relatively popular, but this is the most interesting one to me. Charlotte Holmes is thrown out of her house for refusing to fit in to the era's norms, and invents the Sherlock character we all know and love to survive and use her brain. Of all the adaptations, this is the one that feels like the same character deep down to me. It also highlights the issues with the era instead of romanticizing them like most, without being overbearing. You don't have to read in order, but book one sets up the premise.
Glass and Steele by CJ Archer. This one is an awesome mesh of different settings and genres blended really well together. It's Wild West outlaws coming to Victorian era England for a fantasy epic styled renaissance era of magic, where magicians who have hidden themselves for fear of prosecution from the craft guilds come into the light. The mysteries don't ignore the magic elements, but don't use them as a crutch and stay broadly true to the era, and the take on magic is unique and interesting. You really want to read this from book 1.

I'll stop there for now. Having to split the comment seems like a good indication it was too long.