You'd probably like Draw Steel. It's a bit like 4e in combat. No idea if it has downtime though. HMTW has a lot of subsystems, so maybe. Actually, if you want subsystems, look up Errant. It's got rules for everything.

I was reflecting on it while walking, and I also want settlement rules, so you can build up a village around a mega dungeon. The videogame Frostpunk came to mind, as did XCom.

I don't know how many settlement-building RPGs there are. I'm going to guess not many. We've got some light community building rules in Embers of Humanity, but that's post apocalypse and still kind of fiction-driven rather than strict activities.

I don't really do PbtA but Fellowship and StoneTop might both be worth a look.

Errant also seems to have what you are looking for. It probably ticks the rest of your list too.

If you want a game that has (modular) rules to support basically anything you want to do, Errant is the game for you!

I'm on the itch page right now 😁

I actually don't like Errant much. So you'll probably love it!

What have we told you about that "thinking" thing, Philip?

Thanks, I'll check it out

His Majesty The Worm has a whole chapter for you:

Draw Steel has a bunch of downtime activities: imbuing items with magical properties, crafting items, and stuff like building roads, helping the community, fishing or spending time with loved ones steelcompendium.io/compendium/m...

I freaking love these downtime activities. They do a great job of turning the choices a character might make in roleplay into real benefits they can enjoy all the time