I think it would have to be like almost of Game of Thrones, where almost everyone is fighting against each other, but within each faction you have people you empathize with, even the people who do the most terrible and rotten things.
Not that Game of Thrones is my favorite series, but like look at Cersei. By Season 6 people are practically rooting for her to take revenge on all her enemies, from a situation she basically brought about on herself.
But you can also look to stories like Judge Dredd and for decades, Dredd has been about a brutal cop in a brutal, fascistic police force and police-controlled government. Even in that, there are still humanity and dimension and depth to these characters. And you know for years, Dredd has played around with Dredd being a tool of such a system.
You could also go the Space Marine route with characters like Titus.
At the same time, I don't want Amazon and Games Workshop to bleach or sanitize the material either to make audiences more comfortable. The fact is we should be questioning their motives and authority.