Vythonaut: I can speak only of UnderRail. Hard game, requires much free time. Prepare to get lost a lot due to the absence of map. Other than that, the gameplay is great. Graphics are very detailed. Soundtrack is good and really adds to the already great atmosphere. If you like Fallout 1 & 2, you'll definitely like UnderRail. Don't expect the same level of writing or quests or even memorable characters (you'll most possibly be dissapointed on that account) but expect a lot of enjoyable combat with a great combat & character levelling system that requires planning ahead carefully. It also features a stealth system that works very good.
To wrap up, it really is a polished, hardcore, unforgiving, oldschool cRPG. And it's f***ing great! :)
edit: Regarding Exanima, take a look at all the reviews here on GOG. Some say there is something *fishy* going on. The last one, someone posted a review on Steam:
http://steamcommunity.com/id/paid_didnt_win/recommended/362490/
I can't really comment on it personally, but before you decide to buy Exanima, it would be wise to check out a reviewer (website/youtuber) you trust.
You get the answer for linking to that very helpful review of Exanima.
Looks like if I get one, it will be Underrail.