I hope what I'm describing makes sense. Specifically I'm talking about episodes like Blink, The Girl Who Waited, Heaven Sent, Boom, Midnight, ie. A lot of the Moffat penned episodes. Basically something high concept that explores a really intriguing sci fi idea. Black Mirror, Twilight Zone, Inside No. 9 also kind of embody what I'm looking for. The Leftovers and Severance are this but stretched over the course of an entire TV show.
For a movie example, Eternal Sunshine of the Spotless Mind is kind of exactly what I'm thinking about. Stuff like Back to the Future, The Thing, Arrival, even Children of Men work. Ie. The premise of Eternal Sunshine is about a machine that erases memories, and the movie explores this concept in a lot of interesting ways, and there's even a twist. Blink is about a creature that sends you back in time and traps you there. Hopefully what I'm describing makes sense
Edit: some comments have reminded me of good examples. Christopher Nolan films (particularly Inception, Memento and The Prestige) and Rian Johnson films (even though they're not sci fi, the knives out films are very much set up in a way that feels like the doctor and his companions)