Murder mysteries where you're the pressganged victims of a fascist theocracy trying to survive and also help the people being crushed at the bottom like you, while actual demons empowered by the fascist theocracy with its boot on your throat hunt in the margins, eternally feeding in the shadow off the horror generated by a war the demons won 10,000 years ago.I haven't read that quest so I obviously can't comment on how well it escapes the fascist mindset, and I'm far too burnt out on 40k to be willing to start reading it for this disagreement.
That said, I don't think giving us a nice Inquisitor who doesn't buy into fascist ideology is inherently a rejection of the setting's structural fascism anymore that canon giving us nice Space Marines or putting Guilliman in charge & having him start trying to reform the Imperium. "The system can be internally made more moral and less inefficient by putting the right people in power" is not a message which is inimical to fascism.
All it does is soften the fascism, make it seem like it's not all that bad. 'See look, they aren't evil there's real heroes in here!' It's the reason I dropped the Imperium Regent quest. Couldn't not see it as making Fascism With A Human Face, even if that's not what it was supposed to be. One of the only good things TNO ever did was subvert the Speer path.
Anyway, I'm getting a little sidetracked. I still don't think 40k canon had anything to offer other than: a) a setting where the fascist worldview is objectively correct and so you can shamelessly embrace it; b) deep lore for dumb internet nerds to enjoy (Hello Pot, I'm Kettle); and c) some poorly-written family drama epic. 40k fanon might be able offer something else, but in doing so it is just as much a repudiation of 40k as it is an celebration of it.
Age of Sail space piracy and colonialism/anti-colonial rebellion in the far future, where the crumbling expansive power cannot move far past the edges of its territory, and something like freedom can be found. You're probably the bad guy, but this might also be the only chance you ever have to be free of the Hell you left behind. Free of the Imperium and its wars, free to live in the strange wonderful spots beyond the edge of the map, in which there be monsters.
Play a pressganged conscript fighting in the wars of feudal lords and distant tyrants, trying to survive conflicts whose scope and nature are never explained to you and which investigating into is horribly dangerous. A cog in an evil machine you cannot escape, trying to scrape what existence you can while the gods laugh and laugh.
Dark Heresy, Rogue Trader, Only War. 40k is a big fucking setting with lots of gamelines and a vast amount of space to tell stories in. Stop declaring that the only appeal is to the fascist neckbeards that even the hardcore wargamers fucking hate.