The movie was likely to come out around 2010-2014
There are 3 main characters: a veteran, a young man and a female artist. All suffered from some sort of mental disorders. The veteran wander around the street of London looking for vengeance upon a man who he thinks kill a little girl (his little sister). In his mind, he see himself as an atheist masked man wander around a steam-punk like city. The young man met a girl from his childhood but his mother told him that the girl was dead long ago. The artist attempt suicide multiple times but she call medial emergency beforehand.
Franklyn (2009)?
Thanks a lot, that is. I have been looking for it name for so long.
Solved!