Simon Serrailler series by Susan Hill
A woman vanishes in the fog up on tranquil Hill. Police are not alarmed. When young girl, old man, and even a dog disappear, something untoward is happening in this quiet cathedral town. Chief Inspector Siimon Serailler is assigned with policewoman Freya Graffham - new to the job, compassionate, inquisitive, dedicated, and needs to know - perhaps, too much.