A young woman with an enormous burden fights the forces of evil by repeatedly shooting herself in the head to summon subconscious monsters. There is also a dog and an android doing the same thing.

Accurate! Although it's not quite so much the forces of evil as... monsters from the collective human unconscious, I guess. Close enough!

And sometimes people's own subconsciousnesses go out of whack and turn them evil and labyrinthy

Also that!

carl jung and various mythologies blend together to make one very depressed girl