Dishonored is the sort of densely-packed game that after a decade still reveals new things on every play-through. I did a medium chaos play-through in late July, then a low-chaos play-through (I only caused two deaths the entire game, and one was an accident after i dropped an unconscious person on stairs), and right now am on the highest chaos run ever, literally killing every figure in the game I am allowed to kill, in order to see what happens. What I discovered was the high-chaos changes to the scenario begin even on the first outbound mission. I saw these holy men executed one of their own for being infected with the rat plague, when in other scenarios, the man begged them to kill him in order to spare his suffering, and it was done gently by his friend. That's just one minor shift I've caught, but I hadn't noticed so many variations came so early, depending on your moral choices and actions. Dishonored is the most deeply-layered game I've ever played, and that combined with its moody setting, the depth of its world creation, the fluidity of its AI, makes it one of the best classics ever..
I'm inclined to agree with you about the nuance and level of detail in the game, even after a single playthrough (almost 10 years back). I'm a habitual Save-and-Reload gamer, as I don't have a ton of time to replay games - even the best ones. So if I am in doubt about my choices in a game like this, I am apt to load a recent save and try something different, just to see what will happen. Often the multiple outcomes are clear even within missions, in more-or-less real time...
And furthermore, DISHONORED is one of the rare games that doesn't necessarily wait for you to show up and trigger an event... my impression from wandering about, catching snippets of dialogue or action that I'm not directly involved in, and sometime reloading to see more of the same event... is that the business of the game's world is often going on whether you, the player character, are there to see it or not. THAT'S freaking cool - even though it frustrates me to think what I may have missed or be missing. Not many other games appear to attempt this level of vibrancy and dynamism in their environments. (I think the METRO series of games try to do this.) Again, it's been 8-10 years since I played it and I still remember many moments with extreme clarity.
All that said, I will confess that I felt nonplussed about how the final stages of the game seemed to respond to my relatively "high chaos" approach. The player character is an infamous warrior and assassin, and from the opening levels, supporting characters are asking you to go one one impossible mission after another, and often to extinguish serious threats to their (and your) survival... and while there's usually one NPC who takes a moment to remind you of some kind of nonlethal options... I mean, you're a mega-badass facing off against legions of killers and corrupt scumbags. Yet in the final couple of levels, characters who have been happy to benefit from your achievements the whole game suddenly turn all judgmental on you and condemn you for doing everything that they knew all along you were good at doing. This seemed clunky and artificial to me... in a game that is so sophisticated in so many other ways, I wish the writers and/or programmers had handled the "bad" ending with a little more subtlety and taste. But of course, it is an FPS, not an arthouse film or something.
One more positive thing I will say for DISHONORED, directly related to movies: it has some of the best big-name celebrity voice acting in any game I've played, or rather, it has LOTS. Michael Madsen, Susan Sarandon, Lena Headey, Brad Dourif, and there are more I'm forgetting - all totally in service to the plot and characters, no one breaking the immersion. Sarandon actually gives the best performance I think she's given in the 21st century. Even the non-celebs (or at least vocal talent whose names I didn't recognize) are strong - the guy who voices the Butcher Bill-esque gangleader is exceptionally good. I guess I am seconding your recommendation!