So, currently, all the available companions are also Origin characters meaning that they are designed to be main characters more than support characters, because there's always the chance that a player could choose one to be their character for the play through. In this case, the down-to-earth option is basically "make your own".
That said, there isn't anything really grimdark about any of these characters. Astarion being a vampire spawn might be the exception, but grimdark is a setting thing more than a character thing.
Pillars of Eternity is far more grim. Neverwinter Nights original campaign was grimmer. The Baldur's Gate campaigns are on par. The original Gold Box campaigns as well. The Gold Box Dragonlance campaigns are a lot more grim. Shadows of Undrentine was about on par. Hordes of the Underdark is grimmer. Mask of the Betrayer was grimmer. Icewind Dale was grimmer. Pathfinder: Kingmaker is about on par. Demonstone is about on par. Sword Coast Legends is grimmer. The Ravenloft games are much grimmer.The Eye of the Beholder games are thin plot but similar. The Ultima games are about on par. Diablo and Grim Dawn are grimmer. Titan Quest is grimmer due to scale if nothing else.