Is there a tag to use in story when your MC is rather... Evil? Grimdark is more of a world setting for me than that of MC's character, or did I misunderstood something?

I would agree saying that Grimdark is more of a setting than a MC's character, but usually, those two go hand in hand.
You can also use the tag "anti-hero lead".

I would use, but world is more cheerful than those usually described in such stories, well less depressing I think?
About anti-hero I put it currently, but considering everything it's more like 'Chaotic-Good/Neutral' than 'Neutral-Evil'. Torturing for gaining information on something simple like 'how to make a camp', is strange at the very least for hero or anti-hero.
Thanks either way for the info, so for now it has to go with grimdark tag...

I think anti-hero should still fits. While it does not necessarilly say that your MC is evil, it does inform that he is not your conventional hero. By definition, an anti-hero is a MC that does no meet the conventional heroic attributes, whether he is genuinelly evil, morally ambiguous, or just a coward. Dexter, Momonga (Overlord) and Kaneki (Tokyo Ghoul) are all anti-hero, even though they are all very different from one another.
But adding a new tag for evil MC is not a bad idea. It seems to be a trend, lately. Besides, nowadays, we have more anti-hero than real heroes, so it's true that it is hard to make the distinction :/
You can also add the tag "psychological". It should give the hint.

I think psychological is more about emotinal turbulences/worries/personal disorder, and so it's not going well with what I want to do.
Momonga is more of a 'father figure' than anti-hero, though I might agree with this one. Dexter is proper anti-hero, considering he butchered the criminals, though I would call him a vigilante than anti-hero. Kaneki... is neutral in everything, so can't say he's evil or good, though at the beginning he was more on 'good side'.

My guess tag should be 'Evil is Good'. Dungeon Keeper was a fine game.