[Sackett]

Hmmm... hard to match all your limitations.

Cross Game would be perfect, except they are in highschool. They are rather mature though so if it's the immaturity you are worried about it's not there.

Chrome Shelled Regios would also be somewhat around that theme. The light novels it's based off of have the character as highschool age, but in the anime you get the impression he's college age (19 or 20). It's also set in a post apocalyptic world.

Titular character of Inuyasha might count but that's set in the fantastical past.

Ranma 1/2 and Hayate the Combat Butler are both highschool age and besides, their painful past (tossed into a pit of starving cats and sold to the mafia for organ harvesting) is always played for laughs as part of the dark comedy.

Chrono Crusade, I guess Rosette is 18, and Chrono is close to 100... so maybe that counts? Set in America of the roaring 1920s (plus demons)

Starblazers How could I forget Derek Wildstar?! College aged, Of course that's also in a post apocalyptic world.

Sorry but that's about the best I can do

Oh wait! How about Kyoko Onotashi from Maison Ikkoku? She's the female protagonist, and she's an older character dealing with a painful loss. In fact it drives most of the show. I just didn't think of her because Godai (the male lead) is the main lead.