I can vouch for Crusader Kings, Hearts of Iron, and Victora (all from the same developer as Europa Universalis: Paradox Interactive) as having the kind of beyon

I can vouch for Crusader Kings, Hearts of Iron, and Victora (all from the same developer as Europa Universalis: Paradox Interactive) as having the kind of beyond-Civ levels of depth and complexity you're looking for. Each is tailored to it's own slice of history in a way that Civ by nature can't be.