ISO a game I played years ago with a woman lead who could travel between dimensions

Hey all! I cannot for the life of me find this game anywhere through Google nor can I remember the characters' names, so this is my last ditch effort.

The game follows a woman who I think is a detective of sorts who can hop between two dimensions, our normal one and then a horror-fantasy one, with what she does in one dimension affecting what happens in the other.

I'm pretty sure it was a demo that I played, and for some reason it just popped into my head and I can't stop thinking about it. Does this game sound familiar to anyone? I might be getting certain details mixed up or incorrect, but I'm pretty sure it was a mystery game where you're investigating a missing person or something. All help is appreciated!