Blades is far and away my favourite game system so far.

It does a bit of everything you mentioned.

So the set up included in the book is good, basically:

Here's a few factions and you are on a job for one of them to steal something from the other (change based on your players crew, ie kill someone or purchase drugs). After they finish the job you do a couple steps for:

Heat - how much fallout they get from the law. Has consequences like allies getting locked up or interrogated. Or the popo kicking down the door to your hideout.

Downtime - where players pursue goals and recover. Leads to crazy projects like making flamethrowers or summoning demons.

Faction - decide as GM which factions are affected and adjust relations with the crew appropriately. Leads to reactions from factions, favours and retribution. Job offers or threats.

As every action the players take is working against at least 1 faction and likely benefits at least 1 more the game really easily writes itself. With like 5-15 minutes of thinking pre session about likely next steps and a few random names I could improv everything I needed.

The GM advice included is great and the world building is fab, the steampunk haunted setting is awesome.

I've also said far too much without mentioning the flashback mechanic - you skip the whole prep stage of jobs and go straight into the opening scene, then at any point the players can spend stress to flashback and set up a cool move: hide some useful gear, arrange the servant to leave the window open, Etc. The possibilities are endless and it keeps the game moving really well.