Sounds like you need new players!
Sometimes campaigns just don't work out. That said, it seems like you question here is "Can I have a non-linear thriller?" To answer your question, I direct you towards White Wolf's SAS Starte Kit at http://rpg.drivethrustuff.com/produc...ard-version%29 (Currently free, but you do have to sign up)
Thier approach is to set up the scenes (Meeting with Betty Goodman, Traveling to the Scholtz Mansion, Inside the Mansion, Hunting for the Cultists, etc) on a flowchart, and if the party becomes bored or confused to offer ways to get them back on the loose rails (An Idea roll may be appropriate in this case). Each event still plays out, but You can set up events on the flowchart that don't have to take place in eact order.
I don't run horror very often, but I think that a truly non-linear horror campaign couldn't work, since pacing and keeping the party scared would be impossible if they can just go back to some safe point and rest, but I haven't honestly explored this myself.