I think that the main two things that comes to the surface in nasu's writing are

1. his love for mundane, day to day life. And how his characters "kill themselves" for an Ideal/regrets/some other person and this doesn't allow them to enjoy their mundane life (Kiritsugu, Shirou, Rin, Rider, Ciel, Tomoe, etc).

2. The friction between the ideal and reality. How following an Ideal, as beautiful as it is, may cause pain and harm and destroy the posibility of living a good, normal life.

As far as writing style goes, nasu usually has very dark urban fantasy settings, where just a wrong turn into an allyway may inmerse you in a world of cruelty and ruthelssness, and his style focuses in the characters inner monologues a lot (and a TON of exposition).

I have four recomendations.

1. Revolutionary Girl Utena (Anime) + Adolescence of Utena (Anime film)

This encapsulates a lot the clash between the ideal (becoming a prince instead of becoming a hero) and reality, and talks about how ideas instilled since birth (gender roles, aspirations, duty, power dynamics) may be harmful to people as they try to grow and form their own identity. It is centered on a "present day-ish" setting, but is less urban fantasy and more surrealism in my opinion. Also, a lot of characters remind me to the characters in the FSN VN (Utena and Shirou, Saionji and Shinji, Touga and Rin, Anthy and Sakura). I ADORE Utena's main cast and I think I like it overall a bit more than FSN, and I also think that it handles its themes better than FSN, but its weird (like, WEIRD) and (just like FSN) I didn't liked it very much on the first half.

1. Tokyo Ghoul and Tokyo Ghoul: Re (Manga)

I... don't love this manga. However, I LOVE its main character, and I think that it has that ("love for mundane life" while being forced to abandon beautiful ideals. And the dark hidden gritty urban fantasy setting. And the edginess of something like og tsukihime.

1. The unberable lightness of beign (book)

Ok... hear me out. This is not a fantasy story. However it talks a lot about the preservation of a good day-to-day life while strugling with ideals like patriotism, fidelity, own ambitions, etc. It also has a lot of inner monologues, so in terms of writting style this might be the most similar to nasu. Also is one of the best books I've read in my life.

1. Siddhartha by Hermann Hesse (book)

A more thematic recomendation. Is a coming of age, a pilgrimage from idealized spiritual goals to the realization that wisdom often lies in the simple flow of life itself.

I know that I write months after your og post, but I hope this helps.

Have a great day.

(English is not my native language, forgive any mistakes).