I heard 'The Lions of Al Rassan' has a bit of what you're looking for, and 'The Black Company' series probably too. Mind you, both of these do not have a single main character so it's not clear-cut.
The writer of the first has a slower writing styles and his books generally have a strong human and/or tragic aspect to them. His books need attention though, if you know what I mean.
The second one, a series, can be a slug to get through at times but it's a unique series, focusing a lot on the moral grey. Well, at least that's what I heard because I dropped this one early on. I'll take part of the blame for that though.
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