Half Bright and Half Rain (2019)

Both have supernatural elements set in the Republican Era.
Both are episodic as in main leads encounter many other stories of humans and spirits before eventually leading them to the finale of their own.
Some of main leads' pasts are shrouded in mystery.
Both have a romance that spans over a thousand years.

Supernatural/fantasy element during republican era.
Both have male lead that had lived for a long time (immortal). They also tried to help others and vanquish evil spirits.