Recommend Me a New Game

[okr]

Nice recent games (no female protagonist):
Chuchel
Gorogoa
The Journey Down

...and earlier (female protagonist):
Last Day of June
Kathy Rain
Goetia
Shardlight
Her Story
Anna‘s Quest
Memoria
Edna & Harvey: The Breakout
Nelly Cootalot
Fran Bow
The Cat Lady
Dreamfall Chapters

Seeing your list and preferences, I assume you‘ve already played Life Is Strange, I would be surprised if you haven‘t. If not, this should be right up your alley, though it‘s just an interactive movie.

Also, for something different, Bayonetta 2.