Based on the game by Tinker Bell.

Are there more anime having characters like Lelouche and Light?

Johan Liebert who plays the titular monster in the manga and the highly underrated anime, Monster. Although Johan is less ambiguously evil a character when compared to Lelouch or Light, the revelation of motivations behind his actions will leave the viewers stunned and is in effect a much more complex character I'll give you a spoiler-less video that demonstrates this character in a rather confounding way.