Nice! I haven't tried any of the Exit games, but I did a similar escape room game from a different brand.
Forbidden Island and Desert are great! I haven't tried Sky because the reviews seems so-so.
Gloomhaven is great but very involved. Be prepared for a giant box to arrive! The set up takes a while, but the gameplay is unique and cool. There are a lot of modifiers and cards to manage, so check out the various apps out there that help streamline things. Also look at the different options to organize the box, like the Plano boxes. It's a LOT of stuff!