Memoria is the sequel to The Dark Eye: Chains of Satinav.
I thought it was even better than the original. The Night of the Rabbit is also a great Daedalic game, though it's about as far from a thriller as you can get.
I still recommend it, though, if you're looking for a great adventure game.
Have you tried Dead Synchronicity? That's a very dark Daedalic game, and another great one. It ends on a cliffhanger, though, so you may want to keep that in mind if you decide to give it a try. Some other fantastic dark games are The Cat Lady and Downfall Redux, both by Harvester Games. These are very graphic dark horror games. So if you're not looking for "horror" but more "thriller," you may want to keep this in mind. The graphics are more stylized, so it's not as bad as it could be, and they both have fantastic stories, particularly The Cat Lady.
Also fairly new is Sherlock Holmes: Crimes and Punishments if you haven't tried that one yet.
It has some of the prettiest graphics I've seen, and the upcoming Devil's Daughter looks even prettier still.
I'm also really looking forward to The Last Crown: Blackenrock. It looks like we won't have long to wait now.