I don't know if that's what you're looking for, because it's not exactly a western, but Gemmell has the
Jerusalem Man Series, which would fit the part about "dark character who finds redemption in stepping in against the odds to actually do something good against their normal behaviours". If it offers any incentive - the hero does use guns
.
Actually, any of Gemmell books would do. They all seem to weave this subject (flawed hero finding redemption through great acts) into the story even when it isn't the story main focus. In particular try
the waylander series.
Also Stephen King
The Gunslinger (part one of the Dark Tower Series). I didn't like how the series turned out, but many do and you might. Anyway, it certainly fit the bill.
Hope this helps.