Upcoming one:
https://store.steampowered.com/app/2547010/Mik/

Everybody who mentioned Necromunda and Rain World are based beyond belief.
Also, Spacemarine 2 is somewhat similar to Necromunda in terms of size and scale.

As some non-obvious answer, try Dark Forces 2, addon as well. Sure, it's just star wars, but levels do tend to be gigantic, semi-abstract, vertical.