Finding a good incubus story that leans into proper dark fantasy is surprisingly tricky. A lot of stuff tagged dark fantasy is just smut with a gloomy filter. You want the mythology to have teeth, you know? Where the incubus isn't just a misunderstood bad boy, but a legitimately predatory entity that creates real horror and consequence.
My top recommendation would have to be the 'Dark Verse' series by RuNyx. Specifically, book two, 'The Bloody Bride', has an incubus anti-hero, Tristan Caine. The world is this gritty, supernatural underworld full of mafia politics and ancient magic. It's not just about the romance; the fantasy elements are integral and genuinely dark. The incubus nature isn't a costume, it's a curse that drives the plot in some brutal ways.
Beyond that, try digging into indie authors on platforms like Royal Road or Dreame who aren't afraid to get genuinely grim. Search tags like 'dark paranormal romance' and 'monster romance' and then vet the summaries hard. Look for mentions of world-building, cost, or moral ambiguity. That's usually a better sign than just 'sexy demon'.