It's "Black Dahlia"

That's right. Your tunr.
Hope we see it soon here on GOG.

"Thanks Jimbo! Once again you do me a favor"

Next: One of my favourites

It makes me think of Morrowind...although, if it were that, I'm sure someone would have guessed it already >_<

No. It's from a game released 2 years before "Morrowind".


PS: The phrase "Thanks Jimbo! Once again you do me a favor" is from one of the endings of "Black Dahlia".

Arx Fatalis?

No. Here's another screenshot

I saw a library in a 3D game few days ago, but the lights might not fit, but I'll try. If both screenshorts are a part of a cutscene, then...

Castlevania: Lords of Shadow.

A Zelda game?

I recognize those candlestick models! But from where...I'm not sure. All I know is that it's gonna bug me all day until I figure it out.

It almost looks like the Unreal 1 engine. Couldn't be The Wheel of Time, could it? Architecture looks wrong, but it's been over a decade since I played that one.

It's neither "Castlevania: Lords of Shadow", nor "Zelda", nor "The Wheel of Time".
It's a game released back in 2000. I captured those screenshots without the GUI or else it would be very easy to find the game.

All 3 screenshots are from the same level. Here is the 3rd one:

Final Fantasy IX? Released in 2000. The character from the screenshot resember Aeris a little bit, but that's not her (she was in FFVII).

Could it be Might and Magic 9?

I agree. Looks like something using the unreal engine.

Daikatana?