Hi,
a while ago I read a fantasy story that was dropped afaik by the author (Undead by NineKeys at royalroads). The MC started out in a Lit-RPG setting as a lowly undead (zombie level 0/1) and by surving started to evolve (gaining levels among other things), probably going in the the direction of lich.
I found the idea behind a neutral character, with a drive to survive, a really nice change compared to the typical MC in many of the best stories on SOL, where the MC is typical hero and do-gooder . Sure from time to time he kicks some bad boy/villain ass but overall, he 's not much more than a feminized, docile pet, first thinking about what his environment and society might think.
It doesn't have to be fantasy setting, though in the above case, it was unique and interesting compared to the usual fare on gets served in that area (think Baldurs Gate or Tolkin).
True evil on the other hand, usually has to do with psychopaths/sociopaths plus a dose of narcissism and well above avg IQ.
(Before) Prohibition might work well as a background and setting.
If you played the RPG Pathfinder Kingmaker, the Goblin partymember was hilarious, in his quest to become an "neutral/evil hero".
Or some drow (mercenary guild) or human assassin characters (not Drizzt) from the forgotten realms would be a good starting point.
A secret agent also comes to mind.
Such a lead would open many options imo.