Dishonored 1&2 and Prey are a must, lots of lore, good stories, great gameplay and interesting settings.
Deus Ex HR is amazing if you haven't played it, there are also mods that make it look really good.
Days Gone is good once it gets going , would also recommend giving it a shot.
I'd also give Sekiro and Dark Souls 3 a whirl if you haven't yet. The stories aren't always told explicitly but both thrive on combat, cryptic lore and atmosphere. They also have multiple endings and secrets to uncover (Sekiro is a better combat experience but less of an RPG). If you want something a bit more challenging than what most games offer, they're the way to go.
Regarding Death Stranding, I found it weirdly addictive for quite a while and plan to go back to it at some point. It is marmite, though.
If you want something different, Yakuza games have universally good storylines, particularly 0 and Kiwami 2 and offer an old-school adventure brawler experience with funny side content. Also a very accurate portrayal of famous Japanese districts with real shops and restaurants.
Nier Automata is also worth trying, very visually impressive combat, quirky style and the best narrative experience in years if you let it unfold. Also, incredible music that's a part of the game, not only a background.