substance abuse isnt depicted very often in anime, aside from alcohol and tobacco (and caffeine). drugs are very looked down upon in japanese culture, so when they are depicted its in a negative light.

as for sex, your choices are ecchi anime, or straight up hentai lol. anime that isnt "hentai" but is ecchi, gets more funding so the stories can be better (like porn acting compared to a rated R movie, kinda).

for psychotic and dark, the tags you would search are thriller, psychological, and horror. and for overall "mature" anime, that would be in the genre "seinen". seinen is aimed towards an older audience.

a few pop into my head however i dont trust to share my own taste, so maybe you will find good ones of your taste on your own anyways. the website myanimelist is good for finding new anime, however a lot of websites are including reddit. I'm sure you will figure out how to find what you are looking for.