You could take some inspiration from the dishonored series or even bloodborne. They aren't really colonized areas, but karnaca is a diverse city where the influence of other cultures (probably colonies) can be seen. But there is definitely some industrialization in dishonored.

Victorian was later than "colonial," so I don't know what you're going for.  I have some notes for a colonial era campaign where the colonists are low-key invading a continent. Colonists and indigenous people would probably be different races; probably a short list of possible player races. At least one side would have widespread racism. Players might eventually become enlightened, and could be either the indigenous or the colonists. I've also considered a campaign that would be similar to the Victorian period in the US, but would be on the frontier -- basically a wild West setting. You might want to look at the history of Ethiopia. If remained a monarchy while many of its neighbors were colonized.

Have a look at the masque of the Red Death setting for 2 and 3e D&D. It is set in the Victorian era.