I made a video earlier about shows, games, and movies that had a lot of the same elements as Castlevania. People suggested other stuff, and this is the follow up video to that.

It's interesting that your take of Penny Dreadful was based on the first season, when I felt the first season was tight and well designed and the flaws you mention (meandering, no plan, shock for no reason, every character inverts their type and reasoning on a dime) were distinctly season 2 problems. Also the scenes you picked were from season 2. Makes me wonder if you realized just how short season 1 actually was.

However, my opinion of the show itself is identical. When I heard they were making a season 3 I said "fuck that noise" and have never given it the barest look.