This might not be exactly what you’re looking for (as it can be a little rogue-like), but it’s a game that when I looked for similar things, led me to Dredge: Sunless Sea
You’re a ship captain trying to survive in Victorian era London, after London was stolen by bats and taken to the shores of the Unterzee, an underground sea filled with some very strange creatures, people and locations. This means exploring and finding new trade routes or ways to survive while uncovering the stories of the islands you find, those of your crew, and the larger world.
There’s a sequel, Sunless Skies, where you command a space going train exploring the heavens. It’s a bit easier and has some good quality of life improvements, but I prefer the setting of Seas.