Few murder mysteries are dramatized quite as unconventionally as The Investigation, which over the course of six episodes doesn’t reveal the identity of its prime suspect; waits until its third installment to divulge the surname of its victim; and enters a courtroom only once, for a brief climactic moment. Credit for that unique format goes to its acclaimed creator, writer/director Tobias Lindholm (A Hijacking, A War), who delivers unnervingly chilly suspense and mournful existential dread with this HBO Max miniseries about the 2017 death of Swedish journalist Kim Wall, and the dogged detectives responsible for solving the case—a saga that, in the writer/director’s skillful hands, proves a cut above the true-crime pack.

Lindholm, who also helmed two chapters of Netflix’s Mindhunter as well as co-wrote last year’s Another Round, has a gift for balancing rigorous attention to professional processes with deep, considerate portraits of grief, heartache, rage, and hopelessness. The Investigation strikes both those chords via the plight of Jens Møller (Søren Malling), the Copenhagen Police Department’s head of homicide, who’s tasked with making sense of a suspicious incident: on August 10-11, 2017, a homemade submarine sinks in Køge Bay, and while the vessel’s owner and operator survives, his sole passenger—30-year-old journalist Kim Wall—is nowhere to be found. The submarine-builder claims that he dropped Wall off on shore. Yet as soon as Jens hears that the craft was deliberately sunk, he orders the accused arrested, which puts prosecutor Jakob Buch-Jepsen (Game of Thrones’ Pilou Asbæk) in a tight spot, since he can only detain individuals for four weeks without bringing formal charges.

Jens’ inquiry thus immediately kicks into high gear, and what he turns up are all the hallmarks of a homicide, since CCTV cameras disprove the accused’s initial story and, once the sub is raised from the Bay floor, blood is discovered in its interior. At this point, the accused changes his account, stating that Wall perished after suffering an accidental blow to her head from a sub hatch, and that in a panic, he dumped her body in the middle of the ocean. With no corpse, motive or murder weapon, and forced to dig through a collection of rumors about the accused’s kinky BDSM proclivities and possible prior relationship to Wall, Jens and his colleagues—Maibritt (Laura Christensen), Musa (Dulfi Al-Jabouri), and Nikolaj (Hans Henrik Clemensen)—strain to make heads or tails of this predicament. And troublingly, the more they uncover, the more they become convinced that they have their man, even though a dearth of concrete proof prevents them from indicting him.

As its title implies, The Investigation is about the nuts and bolts of policework: chasing down random leads and second-guessing theories; gathering and analyzing evidence; and assembling a timeline to ascertain culpability. Lindholm’s refusal to even name his narrative’s potential fiend—much less show his face—is a startlingly effective creative choice. By denying that individual even a fleeting moment in the spotlight, he wholly negates the series’ potential for glorification. At the same time, doing so maintains strict focus on the progressive methodology employed by law enforcement officers faced with a situation that, from any logical angle, resembles a murder (and, as things transpire, a premeditated one at that), and yet is lacking the smoking gun needed for a conviction.

The Investigation compels through step-by-step plotting, mining details about forensic postmortem examinations and deep-sea diving searches to generate tension and terror. By fixating on the arduous experiences of Jens, Jakob, and Wall’s parents Joachim (Rolf Lassgård) and Ingrid (Star Wars: Episode One – The Phantom Menace’s Pernilla August)—with whom Jens regularly communicates in unbearably anguished meetings—the series captures the toll such quests take on those tasked with attaining justice for the dead. As Copenhagen’s lead detective, Malling maintains an unwaveringly stony expression, his troubled countenance fraught with horror over the ghastly particulars of this “Submarine Case”, as well as with concern that his efforts might not produce the evidence needed by Jakob to put the accused away for good.

Jens’ investment in solving Wall’s slaying (which soon involves revelations about dismemberment and snuff films) is amplified by his strained relationship with his own pregnant daughter Cecilie (Josephine Park), and Lindholm weaves that subplot into the action proper with a grace that’s typical of the entire enterprise. The Investigation is a carefully calibrated mood piece about burdens of guilt, loss, and disconnection. The writer/director expresses those themes via icy blue-gray compositions—of Jens and his colleagues seen at a distance in long, barren corridors, through constricting doorways and windows, and alone at desks and in offices—as well as patient camerawork that trails characters from behind as they navigate empty spaces, and a subdued string score that creates an undercurrent of portentous doom. Buoyed by Lindholm’s frequent cinematographer Magnus Nordenhof Jønck, the series’ aesthetics turn this procedural tale into a haunting study of the fortitude required to soldier onward in the face of near-paralyzing sorrow.

The Investigation is driven by dialogue and yet is most poignant when it leaves key things unsaid—not only when it comes to its left-anonymous killer (Danish inventor Peter Madsen), but also with regards to Jens. Lindholm creates subtle parallels between his protagonist’s personal and professional relationships and dilemmas, all while refusing to reveal the precise nature of Jens’ malaise-stricken circumstances. For example, does he wish he was as close to Cecilie as Joachim and Ingrid clearly were (and are) to their slain daughter, or does he simply see his own estrangement from Cecille in their tragedy? Suggesting much without ever explicitly spelling things out, the writer/director crafts a melancholy vision of intertwined internal and external turmoil.

At once a tribute to rigorous policing (and the empathy it demands), a treatise on the deadly randomness of life, and a hopeful account of perseverance, The Investigation depicts the noble efforts of a few tenacious souls to bring order to chaos, and the ways in which that endeavor is both futile and successful. And as with a late scene that concludes with Maibritt standing by herself in a room staring at a dry erase board, it recognizes that justice—and the healing that comes from it—is possible, even if it doesn’t necessarily wind up feeling like triumph.