Count of Monte Cristo
Recently I enjoyed Cloud Cuckoo Land by Anthony Doerr for similar reasons, if you're looking for recommendations!
I really do love the 19th century magazine to novel genre though.
Count of Monte Cristo is the best revenge story ever told which is why it appeals to me, but you’re right about the immersion aspect. Maybe I would choose the unabridged version for the full experience.
Hope you enjoy it!
It's a non-fiction biography of Alexandre Dumas's father, the inspiration for The Count of Monte Cristo. It holds the same luster of the 19th century while giving you a factual recount of some larger than life figures.