Yeh, give it a try. The ending of episode 3 was not what I expected and things just started to get grimmer from then on.
Glad you liked Ghost Hunt, it is one of my faves
I actually will second Rainbow series. It is not action heavy though but dark/sad theme wise it's strong.
Mario is a great and inspirational character. Especially towards the end.
Actually I also want to add
Shiki to my recommendation list. It has a slow start but series are dark and towards the end it really explodes.
Doctor Ozaki is the kind of character you are looking for.
Real enjoyment starts in second half.