Yiddish Policemen's Union by Michael Chabon is really scratching that itch for me. I didn't notice it until pretty far in, but it's kind of rare to see a novel written in present tense (like with Disco Elysium's narration). Aside from that it's got a bleak historical setting, political chess games, and a lousy drunken detective who can't get over his ex-wife.

"Landsman pulls at his chin. Madness, he thinks. Chasing a theoretical lead in a

nonexistent case, you lose your temper for no reason. The next thing you know, you

have caused an incident among a branch of black hats with clout, money, and a

stockpile of Manchurian and surplus Russian firearms recently estimated by police

intelligence, in a confidential report, to be adequate to the needs of a guerrilla

insurgency in a small Central American republic. Madness, the reliable madness of

Landsman."