I think The Fisher King was probably a good recommendation. I was trying to think of a Gilliam, and either they were too surreal or fantasy (Brazil and Time Bandits) or was a little uncomfortable on quality and couldn't remember the fantasy/reality divide (Tideland. the Inaginarium of Dr Parnassus).
I believe I've seen all of those anyway. I don't recall if
Dr. Parnassus fits the bill, but I don't think the rest do.
I'm really just using Murakami novels as my basis for the type of genre you're going for; it is somewhat of a challenge.
Totally unfamiliar.
ETA for additional thoughts:
Is Orson Welles' adaptation of Kafka's The Trial too surreal for the request? Probably, but maybe not. So I'll mention it as a possibility.
Haven't see it, but sounds like something I should see.
It's been decades since I've seen MirrorMask but I'd put that further into fantasy than Pan's Labyrinth.
I don't remember it well at all, but I don't recall it being what I was looking for.
Dogville - (fwiw, not sureal just stylized), the chalk outlines might be adjacent to what you were thinking of, but I suspect the movie won't be your thing and not close enough to the conceit you're asking for.
Some Lars Von Trier stuff has looked interesting, but I've also seen some dumb pretentious shit come outta his corner, so I'm cautious.
Malle's Black Moon - probably too surreal, in the sense of the lack of grounding in reality.
The trailer consisting entirely of a car running over a what looks to be an actual badger is not encouraging.
Songs from the Second Floor - just crossed my mind because someone did mention it in the comedy thread. Maybe...
The trailer kinda looks like what I'm after.
Tarkovsky's sci-fi movies, Stalker and Solarys - "possibly". But I am making probably larger guesses on things you may or may not like and suspect you will find them slow.
I saw
Stalker. It does not have any of the elements I'm looking for. It's literally just 3 characters walking around empty ordinary environments and insisting that there's something supernatural about them. Was not a fan.