Perfect Blue is a little more of the blurring line between your personal identity and the identity that people perceive you as. As well as just an indictment of idol culture in general.
I haven’t seen Millennium Actress yet but I think that’s a little more about acting/reality boundaries.
Saw Tokyo Godfathers in theaters a few weeks before the lock down happened. Not as cerebral but does have a few good messages that it’s serious about telling.