Yu Yu Hakusho is one of the best examples of where the English dub actually turned out better than the original voice cast.
With Madoka the first two movies are just the original series edited and condensed down into movie format. The third movie is the continuation of the series, which is definitely worth watching.
If you want something a lot darker than Madoka though you should watch Re:Zero... it's like the most fucked up version of the movie "Groundhog Day" you can imagine.
If you liked Elfen Lied you'll probably like Blood-C...
There's a number of other hard core gore type anime series, but I'm not too familiar with most of them.
If you want light gore there's like Magical Girl Raising Project, The Promised Neverland, Psycho-Pass and that uh... Goblin Slayer I think it's called... the one where a character get brutally raped and murdered right in episode one.
If you want the most extreme anime possible though you'll have to watch Bondage Game... but uh... make sure you keep a bucket handy, cause it'll likely make you vomit.
I tend to gravitate more towards the mind fuck genre and less on the gore side, but if you want the best of both Parasyte and Re:Zero are probably the best.