I think I don't even need to select a character from a different game who suffered more than Ellie. Coincidentally, it's a character who was very close to her. I just can't remember his name, but he was in the first game and you could play as him…

Does Samus count?
Lost her biological parents at a young age.
Left her adoptive family at a young age to go back to living with humans only to find her adoptive family and their entire race is dead.
Surrogate father figure leaves his own brother (someone she visibly cared for and freaks out over Adam's decision in that one cutscene) for dead and sees Samus as nothing more than a tool for war, like every other soldier in his command.
Said father figure shoots her in the back so she won't stop him sacrifice himself to destroy a ship's worth of bioweapons from getting in the wrong hands
Left to live a life alone in the vacuum of space as a bounty hunter, fighting the people that killed your parents.
Relapse into PTSD from seeing the murderer of your parents come back to life multiple times.
Gain a parental bond with an alien bioweapon, only for it to be shot dead in front of her.

All the while the story and gameplay for the vast majority of the series doesn't try to ram it down your throat to force you to feel bad, and the main protaonist isn't portrayed as a victim of her circumstances with no motivation other than vengeance, but as a survivor for moving on with her life. Someone who suffered but hasn't lost her sense of agency.