Rainbow 6, Destiny 2 (base game is free to play), Borderlands 3, Wolfeinstein 2, Metro Exodus. Warzone not my thing but very good for free. Latest Battlefield game BF2042 is a bit ropey but i've still enjoyed it.
Red Dead 2 is superb but certainly not an FPS. Plenty of shooting, action and things to do but it's all 3rd person.