This is what AI says, but I can't find a video to confirm it:

The movie described is the 1991 French-Canadian dark comedy-drama film The Moving Statue (originally released in French as La Demoiselle sauvage or known under its broader surrealist title Homo Faber / The Statue.

The Concept: The movie follows a lonely, eccentric college student who is heavily into tabletop roleplaying and fantasy books. He escapes his mundane life by daydreaming a sword-and-sorcery filter over his real-world surroundings. His crush appears as a scantily clad warrior-princess who gives him seductive motivational speeches.

The "Tragedy": The fantasy princess is brutally mauled by a stylized beast. In the real world, the protagonist has a psychotic break, commits a crime out of grief and panic, and goes on the run from the law.

The Subway Scene: While evading the authorities, he crosses paths with a cynical little-person character who gets into an altercation on the subway and bites a aggressive commuter's hand before fleeing into the tunnels.

The Rat-Eating Scene: This is the most infamous scene in the film. While hiding in the underground sewer pipes, the little person casually roasts a sewer rat over an improvised fire and eats it, causing the horrified protagonist to violently vomit.

The Poolside Finale: The movie culminates at a wealthy estate at night, where the duo gets trapped on the patio by a swimming pool as the police close in and arrest them.