I can't gauge what you mean with gore or murder stories. It can mean anything from "Nothing violence-related can happen" to "Anything less scary than Dexter is fine." I'll go off of what I would assume it meant tho.
Invisible Cities - Italo Calvino: My favorite Calvino book. A short story anthology, that simply describes a number of imaginary towns. Beautifully written and has a ton of themes coming together. My other favorite Calvino books are If on a Winters Night a Traveler and Cosmicomics.
Ficciones - Jorge Luis Borges: Similarly, a short story anthology. It deals with more mathematical and metaphysical themes, but is ultimately easily understandable. Tlön is my favorite short story of all time. It's about a fictional place, where peoples imagination becomes real in a sense. Borges wrote lots more stories in other anthologies.
The Master and Margarita - Mikhail Bulgakov: Practically a remake of Faust, set in Soviet Moscow. Both very funny and rich in depth. Some might consider it darker, but I don't remember it containing specifically the things you requested against.
The Sirens of Titan - Kurt Vonnegut: I wanna recommend Breakfast of Champions, as it's my favorite Vonnegut work, but that one has a nasty ending. Sirens of Titan however is similarly dense and funny. Deals with ideas like free will and morality, while delivering good science-fiction. Cats Cradle is another classic of his.
Gravitys Rainbow - Thomas Pynchon: Includes a lot of war-related things and some gross-out humor. Ultimately it contains so much dense, deep variety and has such unusual approaches to its ideas. Very long book tho and there's an absurd amount happening in it. My second-favorite of his has always been Mason & Dixon.
The Trial - Franz Kafka: Story about a man being accussed of an unknown crime and having to weave through the bureaucratic system. It is very dark and bleak, but not in a flashy or bloody way, but more in an overbearing, nihilistic way. I guess it contains one bloody scene, but is ultimately harmless.
Pale Fire - Vladimir Nabokov: I don't even know how to describe this. A poem, in which footnotes are inserted, that start revealing another characters connections further and further. It's crazy what Nabokov came up with and how he executes it. It's a massive mindfuck tho, so be warned.
The Waves - Virginia Woolf: 6 friends try to work through the death of one of their friends. It largely only tells its stories through revealing the characters through thoughts, blending them together over the entirity of the book.
they all deal w mental illness though so are def geared towards darker themes, just to lyk.
