I think The Story of Rolf and the Viking Bow by Allen French might work, if you can get used to the style of prose that it uses. I’m rereading it rn because I remember loving the themes, though I admittedly haven’t read it in a while, so my memory might be faulty. I’ll let you know how what I think when I finish rereading it.
Daeus Lamb’s The Songkiller’s Symphony is also a good example, but only one book of the trilogy is out thus far, so the characters haven’t yet reached their thematic peak, I don’t think. But if you just want an example of characters grappling with hard questions in the beginning of a saga, keep a close eye on Ventar when you read it. 😉
Other than that? I’m not entirely sure. I hope this helps!
Hwæt! Wē Gār-Dena in geār-dagum, pēod-cyninga, prym gefrūnon, hū õā æpelingas ellen fremedon!
How to train your dragon 2 is actually pretty good. The thematic question is something like “How can a peacemaker stand against a powerful and ruthless enemy?” They do a great job playing this to the full. Also just a beautifully structured and moving film.
I also like The Stormlight Archives, especially Oathbringer, which examines the question of how a man who has done horrific things can overcome his past and do the right thing in the face of terrible odds.
Speaker for the Dead is another great one. It asks the question, “How should you deal with a culture you can’t understand at all but you find threatening?”