Based on your comments, you've probably explored these as well, but a few more suggestions anyway. In the realm of very modded Fallout 4, Immersive Gameplay and Frost.

Immersive Gameplay base mod with the Survivalist, Rough Start and Low Tech patches combined with little to no use of settlements. The world is un-leveled and food, healing and ammunition change from automatic to maybe. There are other patches to tune it up or down as well. Very recommended.

Frost looks very interesting but now has some prerequisites which I don't use so have no personal experience to base an opinion on.

Also very modded, Dust for New Vegas. Also no personal experience with this. Only mentioned as a possibility.

While the setting and atmosphere's similar - eh, it's also quite a bit different than STALKER.

STALKER games are open-world, meanwhile Chernobylite is really NOT.

In Chernobylite - you have a bulletin board and list of missions and places you can go. Heck, if you want to start w/ the final mission, go ahead; more power and good luck to you. You really should build the base, get recruits, and do main missions to make the final mission easier. It's all on you, though.

You can select what main missions you want to take on whenever, but those are big open-spaced maps and often have specific missions and/or things to do...before you leave the area, if you can survive.

You also can send other characters/NPC's you recruit to do missions for you - to get food, medicine, and other stuff...besides you go off to do your selected mission. You'll need to do this, as this is a Survival Game (by default, if you don't turn down or turn off the Survival Stuff).

Also, you won't always die either...when you run out of "health." You might instead get kidnapped and then have to escape from a prison, if you can survive then. Kind of reminds me of Outward, in that way.

When you do die - if you have Chernobylite, you can use that and rewind to earlier missions/state/whatever...to get back to the game and an earlier point.

The Fallout 4 base-building type of stuff's here too. You will have to build your base too for making items, weapons, cooking food, and other stuff - all to keep your base alive and thriving. Also, in some areas in a mission or on a map - yeah, you can build some stuff on-the-fly in some spots too.

Also, your decisions in Chernobylite will matter and shape the journey & outcome of the game. Branching decisions and stuff of that sort will happen.

How about the Mass Effect games, Alpha Protocol, and The Outer Worlds?

Have you ever heard of Hunt: Showdown? You basically play as bounty hunters with the task of hunting down a monster and bring back the bounty to the extraction point. Of course you won't be the only bounty hunter going for the bounty, as you will be spawned with other players as well. So it's like battle royale but with an objective. And one more thing, once you've defeated the monster and taken the bounty, every bounty hunters in the map will now know your location. So you either run as fast as you can to the extraction point, or fight all the bounty hunters that are going after the bounty you're carrying. As for the RPG elements, it isn't much other than the fact that your hunters will be able to equip different abilities that allow them to increase their chances of surviving during the game, like how you can run for a longer period of time, taking less melee damage, etc.

Far Cry 2 has some RPG elements in it - buying and upgrading weapons, vehicles and other equipment. You can unlock safehouses that get upgraded as main storyline progresses. You can make choices with solving some missions, that affect the gameplay somewhat (not much).

All of those rock.

I kind of wish SEGA would just pull the Autograph song from Alpha P, so that could be re-sold again...since they probably clearly don't want to play to re-license it.

Ok, in that case any Fallout before 4 sucked in story and play-ability. Can we have a flame war now ?
Yes, Mass Effect trilogy was great. I would Mention the Dragon Age Trilogy but not playable in first person.

S.T.A.L.K.E.R Anomaly has things many AAA games try to replicate but can't in the way Anomaly acomplish to.

Games in which you have the feeling of customization (partial) and freedom (of choice in the moment to moment gameplay) alike to Anomaly albeit not necessarily in a open world/survival/horror scenario:

Metro (The closest to STALKER in my opinion.)
Prey
Fallout 3
Fallout New Vegas
Bioshock 1 & 2
The Outer Worlds
EYE: Divine Cybermancy
...and many others with this "itch" like you've said and others here recommended..

But honestly, there's nothing out there like Anomaly I'd say.

Anomaly has this feeling of survival+horror+action+rpg+exploration+apocaliptic+isolation+progression+realism in one single game ('mod') that I can't think of anything like it, really.
It 'ticks' so many themes and genres at once that its hard to find anything close to it and when you add the possibility of Customization through community Addons (and your personal edits if you know how to mod it or is willing to learn) its unbeatable right now I think.

What you do have in the market right now is a group, category, or whatever, of 'games' called Looter Shooters that try to create an mentality of unlimited replayability with what I call 'Junk Loot': Weapons, Equipment or any item, really, which serves no purpose in actual gameplay, but to trick the player in thinking they're having some kind of progression.

Personally I cannot have fun in games like this anymore.
But you may, of course, have fun with them, as some have really good shooting mechanics and require clever strategies to advance.

This random list from "The Gamer" of Looter Shotters is a random list, I have not played most of those, but if you want something to search for in which you may find something you think its worth your time, try this - "Survival Horror Action FPS Looter Shooters", or something. :P

Dishonored 2 was pretty good, reminds me of Steampunk, great story, good acting.
Some impossible battles that may require cheating, but otherwise it qualifies.