Ok, now, i cant find anything on MDL anymore that goes in this group.

So basically what im looking for is thrillers shows.

It can have drama, romance, comedy in it, but it cant be episodic show. 

If you check my list you will get general idea what im looking for.

Bad Guys starts out a little episodic, but only for the first...5 episodes?  Something like that.  Then the character back stories happen and the overarching theme starts to dominate.
Thats quite hard really as generally thriller shows tend to be episodic due to solving the cases.

I can't see your 'watched' list so apologies if you have seen these before ...
- Cruel City
- Love me if you dare (sort of episodic but it's all connected. Very good show)
- White Christmas

Might not be gory enough for you though haha

Sorry just seen in the 'k-drama' section so you might want to miss of the middle one lol
Gap Dong
Bad Guys
Signal
Last
White Christmas
Missing Noir M
I Remember You
^Missing Noir M is almost totally episodic though.  
Great, if you remember any other please say it here. 
Thanks