I don't know much about Tyranny, just what I could get from different reviews, and those made me avoid it. Maybe in 10 years there won't be everyone afraid of "spoilers" and could explain what that game is about, beyond the usual "you are serving the evil god and there's no other way".
I enjoyed Pillars of Eternity, and that was dark enough, almost hopeless in the end. But at least could say no to those "gods".