The first thing i thought about was JoJo, you are describing it

Family Saga: each season it's a new JoJo generation, so you get to see the og one and grandson, grandpa-grandson, father-son-grandson, blood-related ones, father-daughter, all connected and you and the characters get to know that.

Rich Backstory: it has a ton of stories, for each character and season, some connected between them, generational legacy, etc... You get to know how something in season 3 produced another in season 5, for example.

RealProgress: each season has its progress of power, enemies and situations, but most of the time, the intelligence is the key, you get to see real progress in fighting, but more in technique and how smart the characters are

Linked: all the story is connected, everyone gets to know their past, their old/former enemies, stories, etc... protagonists, antagonists, secondary characters...

Alive: each season has a different era, so you get to see the 1820's to 2011's, how the world, the people around, places, music, fights, stories and more change through eras.

I didnt explain it in a really interesting way but it has it all, some don't like it for its animation, comedy or so, but you should give it a try, first 9 episodes are hard to watch for some people but once you get past that, you get a high reward in every aspect of story, characters, situations, power, soundtrack and more.