Books where the real horror is bigger than the story itself, and where evil eventually wins

I know it's kinda vague, but I love stories where the protagonist is just a small part of a bigger scheme, an evil machination, orchestrated by someone or preferably something, or order of events. Think about movies like Lanthimos's, Bunuel's or Lynch's. I'm a complete newbie (Lovecraft has always interested me but I never read anything by him... should I read him? Cause I never really felt interested in creatures like Chtulu, but I know his work is bigger than just that), but I've heard Saramago's Blindness is pretty similar to the authors I've just cited.

Also, think about dystopian novels like Orwell's or Lem's. I'm not looking for something strictly sci-fi and I'm more inclined towards horror, tho.