What started as a oneshot has become a monster of the week style campaign surrounding a group of detectives (starting at 4th level). 

I need help, what are some interesting monsters whose mechanics lend themselves to being the center of a local mystery, and are also high CR enough to actually be challenging (for 4th level or higher, as my party levels up). 

(for examples, we’ve already done sessions based off an Oblex and against a way power boosted Kobold Tinkerer)

Hags, either singly or in covens, would be great for this.

Mind flayers, NPCs, and intelligent undead all would be good choices.

Quote from CaptainCleverUsernameHere >>

What started as a oneshot has become a monster of the week style campaign surrounding a group of detectives (starting at 4th level). 

I need help, what are some interesting monsters whose mechanics lend themselves to being the center of a local mystery, and are also high CR enough to actually be challenging (for 4th level or higher, as my party levels up).

 Generally things which can remain unseen or unrecognized in an urban environment. You might also use a group of monsters.

In the monster manual, some candidates:

• gargoyles should be used in groups, but things that can pretend to be statues for extended periods are a fine spooky threat.
• A ghost isn't a big direct threat... but it has possession, and incorporeal creatures are hard to chase down.
• An intellect devourer isn't that big of a direct threat... but if it starts out possessing someone dangerous it's a dangerous fight.
• An oni doesn't require any real adjustment to be a threat.
• A night hag isn't that scary in direct combat, but it's gigantic hassle to actually hunt one down, because of at-will etherealness.
• A succubus is another 'not that scary in a direct fight but giant hassle to hunt down' creature. It's probably even more annoying than the night hag because its obvious tactics are "run away, shapechange to something innocuous, charm some bystandard, direct bystander at the PCs, repeat until PCs no longer a problem".
• A wraith that comes out at night isn't much of a problem by itself, but if it has a band of specters that it created, it's now a problem.
• A xorn is a different type of threat, but still annoying.

From other books, there's lots more. A bodytaker plant is a classic type of horror/mystery monster.

Revanents are super interesting, since they pose with them an inherent moral question: vengeance or justice? Will the party protect the revenant's victim from even after learning the circumstances that lead to its death? What if there's no clear good guy? What then? 

There can even still be an element of mystery surrounding the circumstances of the revanent's death, as it might be uninterested in outside help or conversation, it might scoff at questions surrounding their death and just grunt something like "ask so- and-so". The revanent might even try to throw off the party's investigation if it thinks the intervention of the law will get in the way of its vengeance quest, so there's plenty of room for drama there. 

Quote from Pantagruel666 >>

Quote from CaptainCleverUsernameHere >>

What started as a oneshot has become a monster of the week style campaign surrounding a group of detectives (starting at 4th level). 

I need help, what are some interesting monsters whose mechanics lend themselves to being the center of a local mystery, and are also high CR enough to actually be challenging (for 4th level or higher, as my party levels up).

 Generally things which can remain unseen or unrecognized in an urban environment. You might also use a group of monsters.

In the monster manual, some candidates:

• gargoyles should be used in groups, but things that can pretend to be statues for extended periods are a fine spooky threat.
• A ghost isn't a big direct threat... but it has possession, and incorporeal creatures are hard to chase down.
• An intellect devourer isn't that big of a direct threat... but if it starts out possessing someone dangerous it's a dangerous fight.
• An oni doesn't require any real adjustment to be a threat.
• A night hag isn't that scary in direct combat, but it's gigantic hassle to actually hunt one down, because of at-will etherealness.
• A succubus is another 'not that scary in a direct fight but giant hassle to hunt down' creature. It's probably even more annoying than the night hag because its obvious tactics are "run away, shapechange to something innocuous, charm some bystandard, direct bystander at the PCs, repeat until PCs no longer a problem".
• A wraith that comes out at night isn't much of a problem by itself, but if it has a band of specters that it created, it's now a problem.
• A xorn is a different type of threat, but still annoying.

From other books, there's lots more. A bodytaker plant is a classic type of horror/mystery monster.

 this is absolutely incredible, and VERY helpful. I'm gonna have FUN with some of these >:)

Quote from CharlesThePlant >>

Revanents are super interesting, since they pose with them an inherent moral question: vengeance or justice? Will the party protect the revenant's victim from even after learning the circumstances that lead to its death? What if there's no clear good guy? What then? 

There can even still be an element of mystery surrounding the circumstances of the revanent's death, as it might be uninterested in outside help or conversation, it might scoff at questions surrounding their death and just grunt something like "ask so- and-so". The revanent might even try to throw off the party's investigation if it thinks the intervention of the law will get in the way of its vengeance quest, so there's plenty of room for drama there. 

 I'll save this one for a little further down the line, once we've amassed some lore. VERY good idea, love this

Quote from Xukuri >>

Hags, either singly or in covens, would be great for this.

Mind flayers, NPCs, and intelligent undead all would be good choices.

 Hags are so fun. I can think of a a few fun ideas with them!! Amazing idea

an intelligent swam of insects that from into a humanoid shape.

a minor cultist with a fantastically powerful magic item

 an intelligent black pudding that hides under the cobblestoned streets

a corrupting fey incarnate in the from of a small child

the bagman

any other Boogeyman/bloodymary/la llorona type monster you want

a serial killer pretending to be the bagman

a mutant troll bent on infecting the rest of life with its trollish regeneration

Quote from Capatin_Crunch >>

an intelligent swam of insects that from into a humanoid shape.

a minor cultist with a fantastically powerful magic item

 an intelligent black pudding that hides under the cobblestoned streets

a corrupting fey incarnate in the from of a small child

the bagman

any other Boogeyman/bloodymary/la llorona type monster you want

a serial killer pretending to be the bagman

a mutant troll bent on infecting the rest of life with its trollish regeneration

 The intelligent insect swarm and the fey-corrupted child are already stirring up SO many silly goofy ideas in my head. Thank you!!

Lock the door, blow out the light;

The hungry Oni haunts the night.

Hide and tremble, little one;

The Oni wants to have some fun.

Hear it scratching on the door;

See its shadow cross the floor.

The sun won't rise for quite a while;

Till then, beware the Oni's smile.

-Children's rhyme