The Dyson Chronicles — Arthur MacHen

Arthur Machen's occult investigator, Dyson, features in three short stories and the longer narrative, The Three Impostors. Dyson is not a professional detective, but has a keen interest in mysterious events. He investigates strange deaths and disappearances, and encounters weird beings and secret orders. Machen creates a world layered with shadows and wrapped in illusions, requiring all of Dyson's skill to ferret out reality, however strange it turns out to be. But will he find the truth in time?