I don't know if what you want exists. It's sort of the open world conundrum. The bigger a world gets the harder it is for the devs to make the individual parts distinct and interesting.
You have the Elder Scroll game which are the de factor general jack of all trades master of none open world RPGs and give you the tools to roleplay anything you want but it requires some imagination. If you're on PC and check out Skyrim you might be able to find mods that make it closer to what you want.
Witcher 3 excels at storytelling and intetesting NPCs, but the combat is merely decent and your character is Geralt of Rivia rather than a creatable player character so you're not free to roleplay as you see fit.
I haven't played it, but Mount and Blade: Warband focuses more on combat and the concept of starting as a nobody and finding an army to work your way up the ranks. It's probably the weakest from a technical standpoint and the questing is said to be mediocre. It's also not fantasy if that's what ypu're looking for and you're specifically roleplaying as a guy working his way up in an army rather than being free to do your thing.
The Fable games might also give you a taste of what you're looking for.