u/EidolonOneiroi

Does anyone have any experience/advice on running a "sandbox mystery" campaign? I'm looking to drop my players into a city and have them stay there and in the nearby environs for the entirety of the campaign, and have them untangle a bunch of different supernatural mysteries that the city is just rife with (some of the mysteries will be interrelated, some not/just cospatial+cotemporal). I'm mainly familiar with running premade investigative scenarios that are typically quite narrow/bounded; does anyone have any advice and/or resources to enlighten me on this topic/subgenre?