Some book series that almost have it:
The Ash & Sand trilogy by Richard Nell:
A journey and elements of worldbuilding, albeit less episodic than I'd like
Exploration of personalized magic system, though not incorporated into the setting
Nuanced characters and factions
No found family, unfortunately
Pretty good cultural exploration
Wells of Sorcery trilogy by Django Wexler
A bit of a journey but not mostly driven by circumstances rather than by the characters
Pretty good magic system with unique elements for the different characters
The good guys are fairly nuanced, the bad guys less so
No found family really, but some elements of it in the romantic subplots
Pretty good sense of cultural identity but not explored enough
Illborn Saga by Daniel T. Jackson
Lots of locations with their own stories, though less of a journey between them and more exploration through different POVs
Great exploration of the personalized magical abilities, but they're unique to the POV characters and not part of the wider setting
Most characters and factions are fairly nuanced but the bad guys are a bit lacking in that regard
Maybe the beginnings of found family? They're destined by the narrative to be together but so far the POV characters had little interaction (the series is ongoing tho)
Some sense of cultural identity? It's medieval europe inspired but it takes more from real medieval history and thus is more interesting than most Europe-based high fantasy series
