Morrowind kinda does this. Unlike the other Elder Scrolls games that came later, you don't have any quest markers, or anything really to help you find where you're looking for. Most of the quests give directions like, "follow the road south till you get to the fork in the road with a big tree. Go on the eastern branch till you find a cave entrance. If you get attacked by cliff racers you're either on the right path or you went too far. Good luck."

You might dig The Forest.

I died a LOT in the fucking forest.

Noita may be close. It nails the no directions and unforgiving part.

"Don't Starve"? Checks all your boxes and has a ton of dlcs. I've yet to find the will to play it again.

I've been playing Pacific Drive. It's a roguelite driving survival exploration and crafting game. There's very little guidance, the punishment for failing is decent. You may like it.

Rain World. Fucking struggling with this one. Animal Well, little easier than rain world. Tunic.

I'm looking for other complex open world games that throw you into the deep end without any explanation, and are completely unforgiving when you make mistakes.
Games that even actively hate the player, but give you a deep sense of satisfaction when you finally figure it out.

So no tutorial, no quest markers, no mini-map, no quick-saving, etc.

Boy have I got a game for you. I'm playing Darkwood right now and this should tick most of your boxes. It's not a huge open world, more like several open zones as you progress through the story, but otherwise should do what you want. It's also not just deeply unsettling but also genuinely terrifying despite being a top-down game.

Neo scavenger might fit the bill. You start out naked in a Detroit that has no regard for the player.

https://store.steampowered.com/app/248860/NEO_Scavenger/

Urge is a very strange one but kinda fits the bill

I’m looking for other complex open world games that throw you into the deep end without any explanation, and are completely unforgiving when you make mistakes.

UnReal World? It's never really grabbed me when I've tried it, personally, but it might be up your alley.

Kenshi has a pretty difficult start, though it gets easier later in the game. I don't think that it's as complex.

Project Zomboid has a tutorial, but it's strictly optional to play. You can absolutely just dive straight in to it.

Knox County, Kentucky, 1993. The zombie apocalypse hits. As far as you know, you're the last person alive on earth. It's all up to you, and you alone, to keep going.

The game's default settings are plenty brutal, but you can tweak them to an insane degree, and anything the settings don't cover, someone's probably made a mod for that. I highly recommend the Bandits mod, which adds hostile human NPCs in to the mix of all the things that will kill you.

There’s a very light “tutorial” but Breath of the Wild is like that. Especially on Hero Mode (I think that’s what it’s called)

I was 20 hours in when I found out cooking was an option. No explanation of the mechanic in-game

I'll second Tunic. It's RTFM the game.

My Winter Car its the sequel

Kerbal Space Program

Pathologic series and Gothic 1 remake

Have you checked out Fear and Hunger or Pathologic? I've only experienced them through video essays but they seem like what you're looking for.