Based on your likes, I will second the above recommendation to Paranoia Agent (aka "Mousou Dairinin"). It's a very psychological piece with mystery elements.

Another gem that follows along those lines is Denpa Teki na Kanojo. It's a thrilling and intelligent piece with again, a lot of focus on mystery. This one is pretty short, it's only 2 OVAs that are about 2 episodes each in length (so a little under 1.5 hours for the whole thing).

If you're up for even more mindfuckery, Mind Game is another one with only a small time investment (it's a movie). It's very abstract, colorful, metaphoric, and thought-provoking.

These are mostly based off of your liking of anime like Higurashi and Lain.

I also saw a recommendation for Danganronpa; this one is basically pure mystery, with lots of blood and a dark tone, so is worth checking out if that sounds appealing.

While we're on that track, the plots and subplots of Hyouka all have a focus on mysteries, but it's wrapped into an otherwise lighthearted school slice of life, to contrast with Danganronpa. Hyouka focuses a lot on its SoL elements and character development, and not just mystery. It's pretty good but is a larger time investment, coming in at 22 episodes.