This is fantasy for adults: complex flawed characters, a world rich in detail, multitude of characters who live and do things for their own sake rather than to advance a plot point or help.

So based on your description, I read The Iron Dragon's Daughter and liked it a lot and agree with the rest of your description (that gargoyle scene!). But this part I don't really get: what part of it gave you a sense of many characters being agenty and pursuing plots unrelated to the heroine? It didn't give me much of a sense of that.