Honestly, I think a lot of recs for dark fantasy skip over the older, more foundational stuff that doesn't get talked about much anymore. For that real grim feeling, you want 'The Black Company' by Glen Cook. It follows a mercenary band in a bleak world where the 'good' side might be just as bad. It's written from a soldier's perspective, so it's grimy and practical, less about epic magic and more about survival in a morally grey hellscape.
If you want something more recent, Anna Smith Spark's 'The Court of Broken Knives' is brutal. The prose is almost poetic in its violence, which creates this unsettling contrast. It's not an easy read – the narrative jumps around and the characters are all pretty terrible people – but that's kind of the point. It captures that nihilistic energy some newer grimdark strives for.
For a different angle, R. Scott Bakker's 'The Prince of Nothing' series. It's dense philosophy wrapped in some of the most horrific imagery I've encountered. It's less about gore and more about the horror of belief systems clashing. Sometimes I had to put it down just to process how bleak its view of humanity is.
A niche one I rarely see mentioned is 'The Traitor Baru Cormorant' by Seth Dickinson. It's grim in a cerebral, economic way. The darkness comes from colonialism, bureaucracy, and the protagonist's cold calculus as she tries to bring down an empire from within. The emotional gut-punch is quieter but lingers forever.