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Just answer our increasingly difficult questions.
Trolley problem: One track is one person, the other is 10
Next level
Okay well now the one person is your mom, and the 10 are 1 year olds you don't know
Next level
Okay the one person is your best friends mom and the 10 are young kids from your immediate or extended family
Next level
Okay the one person would cure cancer tomorrow, and the 10 are friends or family
...
Level 1 - one person Level 2 - the kids Level 3 - best friend's mom Level 4 - cancer cure guy
None of it matters in the long run anyway, so might as well pick the choices that affect you directly. Toughest one in this is the best friend's mom definitely.
"Passage" is a very short one. But the choices matter.
War hospital puts you in charge of a WW1 medical camp trying to allocate limited surgeons, nurses, medical supplies as people come in injured from the front line.
Sometimes Always Monsters
Dragon Age, the original first one. Definitely no really happy endings there...
Pathologic 2 - it's a really stressful game, but I think it'd be perfect for the criteria. The choices matter aspect are intertwined in both how you spend your time (it's limited and you can't be everywhere at once), and in quests (the more traditional choices, like pick A or B or C). Don't want to spoil any more but it's amazing, you don't need to play the original.
Besides it, I've also heard good things from Pathfinder: Wrath of the Righteous, though I haven't played it personally.
I'm going to go a little against the grain and recommend Fuga: Melodies of Steel and its sequel. It's not exactly what you described, but the game is very adept on forcing extremely difficult and impactful choices on you naturally through its gameplay.
I thought Thromebreaker: The Witcher Tales had some extremely tough ones. They also heavily effect your gameplay in that many times they add or remove a character from your party. I had built a deck in that game that relied heavily on a character. That character then did something morally reprehensible and I decided to banish them. That removed them from my deck, too, so I had to come up with a new strategy after that.
Fun game if you can get into it. Almost every choice is extremely morally gray and often feels like there is no good choice at all.
[off topic]
Daemon by Daniel Suarez. A persistent computer virus develops a game where the only way to win is to kill off your team mates. The people who show the greatest willingness to backstab are recruited for missions in the real world.