According to GRRM, Abner Marsh is also his favorite character (along with Tyrion Lannister from his other series).
Anyways, ASOIAF is the series that's very heavy on world-building. The magical aspects are definitely Lovecraftian mixed with Norse mythology like what I expect Elden Ring to be like when it comes to the lore.
I'd say to give GRRM's Tuf Voyaging a shot too since Miyazaki also loved that one though and the series(all in one book) is about as long as Fevre Dream. It's about on par with Fevre Dream but different.
It's sci-fi though rather than supernatural so that might be a turn off. It also bounces from whimsical to dark pretty fast.
Cool post. Sci-fi is my jam, so I need to give it a spin. I also hope Miyazaki will tackle sci-fi next.