Mahou Shoujo Madoka★Magica, Little Witch Academia (TV) Recommendations
The very late half of the show is pretty similar to Madoka. Both contain dark themes for the magical girl genre (Though Madoka is darker) and have the main characters go in despair as they lose something that is very important. Both get less dark for the ending and have some yuri subtext.
Similarly has an all-female main cast with a range of powers (but no bullshit fan service thankfully.)
Madoka Magica explores darker (It's way darker than LWA) themes but just like Madoka, there is a lot of regard for characterization and quite a few of the characters are given time to shine, and there are no characters clowned by the writers.