Small scale dark historical novel

I'm looking for a historical fiction (the 20th century counts as well) that has only a few characters, is set on a small scale, and focuses on the story and adventures of an ordinary person (not an epic about entire kingdoms and their politics). Ideally, it would be set during a perilous time and contain dark existential themes (war, crisis, exploration of the unknown, survival, etc.).

Something in the style of Remarque or Hemingway, or even similar to The Terror by Dan Simmons or The North Water by Ian McGuire.