Majin Tantei Nougami Neuro, Umineko no Naku Koro ni Recommendations
They both are about explaining deaths. In Neuro there's this 'demon' solving the mysteries and in Umineko there's this witch who says that the people died by using magic. The guy doesn't believe it and tries to explain everything logically.
Ends with the same felling as MTNN. It has bloodshed,characters with supernatural powers and mysteries to be solved.