LF hard rpg or survival game.

Not sure if it's what are you looking for but maybe you should check this war of mine and xcom with the long war mod

Pillars of Eternity has a hardcore mode and you can play alone (not taking any companions), looking at the achievements (<0,1%) it should be hard enough.

massive chalice comes to mind. its simple but the game is stacked against you. you should also make sure you have some AoE units by the end or you'll lose.

https://store.steampowered.com/app/246110/MASSIVE_CHALICE/

The Long Dark's survival sandbox mode on the either of the hardest difficulties might be of interest.

KENSHI

https://store.steampowered.com/app/233860

Kingdom Come Deliverance, maybe? Combat is actually pretty in depth and fighting more than 1 enemy is usually a challenge. Fighting is all about how you strike (heavy/jab), what direction (similar to For Honor) and in what what order. Although, it is not much of a survival game though you do have to eat and sleep regularly.

The Ys series, Tokyo Xanadu and probably the other Falcom games get like that if you play on the higher difficulties.

Play on "Normal" and you really need to stop paying attention to lose, just make sure you get your gear upgrades and you're good to go (because gear matters more than levels in these games).
Play on "Nightmare" or "Calamity" instead and they almost become different games. Everything becomes a lot more lethal, up to and including bosses gaining more attacks etc. And most of the time items get a cooldown so you can't just spam healing either.

Miscreated , ARK: Survival Evolved on hardcore,etc

I haven't played it, but heard from fellow achievement hunters that Tales of Maj'Eyal is a brutally hard roguelike turn-based RPG.

I'm thinking Wasteland 2 on the higher difficulties might be something to check out.

blade the edge of darkness (and old RPG, you will need a mod patch to play on windows 7 or you can install windows xp on a laptop and play there.

it's a very dificult RPG game.

The Forest, Green Hell, Rust, Subnautica, The Long Dark, Mist Survival, Sheltered, Breathedge, State of Decay: YOSE

Don't Starve

If ya are into horror games, Darkwood is pretty sweet

It's both an RPG and survival game

Technomancer was quite hard even on normal.

Also ELEX.

Take a look at the first two Gothic games. They're challenging, and there's a good mix of character growth (getting more powerful as you gain experience), items & player skill. The first Risen also does this well (it's by the same team).

For something completely different, take a look at Temple of Elemental Evil. You start out very weak in this game, and while there's a fair bit of growth going on, your characters remain vulnerable to mistakes through the entire game. The same holds true for most low-level D&D-based games, but I feel that ToEE captures this particular aspect better than the infinity engine ones.

The first of the Vampire: The Masquerade RPGs, Redemption, has you be a powerful monster who could in theory kill a lot of enemies... the only problem is that your opponents are also powerful monsters who could in theory kill a lot of enemies, and they have a numbers advantage on you. This game is quite challenging. It's not without its faults, but I think you might be interested in it.

Silent Storm and Hammer & Sickle. These two are linked, made by the same company and use the same engine. They're tactics RPGs, and they're very challenging. Hammer & Sickle in particular will kick your behind repeatedly.

How about Project Zomboid?

So difficult games in general, or are you only looking for action games?

Try:
Teleglitch
Tumbleseed
La-Mulana
Furi

While I haven't played it (or bought it) myself yet, maybe Frostpunk would be something for you? It's supposed to be hard and difficult, but it's city management.

The Immortal. A game where you are far from immortal and can die on every single screen.