This interesting film assumes the mantle of a "period piece" i.e. it's set in a particular "known quantity" Austria (other films use much the same setting), and then takes off in some timeless dimension.
The police are weirded out by all the dead people, sure, but that's not the would-be chief's focus. He wants to know if there's a method to this madness, or will the crazy guy be emperor and end up imprisoning a worthy magician?
Much to the would-be chief's relief, there was a method, at least based on his own afterimage assembly of the puzzle pieces.