Subreddits dedicated to horror literature or grimdark fantasy frequently share hidden gems featuring dark religious themes.
Look at books nominated for the Bram Stoker Awards or the World Fantasy Awards.
These novels rarely deal with minor problems. They often involve world-ending stakes, demonic incursions, or the absolute silence of God.
A historical masterpiece. It follows a Portuguese Jesuit priest driven to the brink of despair in 17th-century Japan. It is the ultimate exploration of faith under catastrophic pressure.
I can tailor my recommendations exactly to your reading preferences.