Ninth Gate/Lovecraftian for sure. Maybe a little Hellraiser and Pans Labyrinth. It might sound strange but certain elements of What Dreams May Come, Inception, and Eyes Wide Shut too. I get the Indiana Jones thing too, a certain adventurous/exploring element. I do think you have to do something to keep it from being a straight horror film or "lighten it up" to make it accessible. But any humor needs to be subtle and more from circumstance than snarkiness or one liners. I agree that the standard Marvel formula is not going to do Strange justice.