Paranormal mystery, not like a mystery with hints of ghosts, but where paranormal is actually real

It's kind of hard to explain, and for examples I don't know any books so I'll go with anime:

Bleach's "who killed Aizen" mystery - we're looking for a killer and we have a bunch of people whom we can suspect, but instead of our real world rules it takes place in the afterlife. You need to understand the mechanics of their magical swords with their unique abilities, and there's questions like how dying in the afterlife even works. This is a milder example.

Higurashi - okay so we have our cast of characters. Everybody dies. We restart like it's Groundhog Day. And again. And again. Each time something different happens. This is less about who did it, the question is more like, what even is this world? Why is this happening? What changes and stays the same and why does it matter?

I would be interested in reading a book like this. Where the mystery isn't resolved by rationally explaining away the otherworldliness, but where it takes place in another world, with its own rules, and you have to consider, or even figure out those rules, and they figure in the solution. The more the world's different rules are wrapped up into the mystery the better! I find it to be a real mindbend and a getaway from our world's bs