The Z Murders by J. Jefferson Farjeon (published in 1932) is more a chase story than a detective story, though certainly has plenty of mystery. The main action in the story takes place in just a day or so on a frantic chase across the country but you are never quite sure if the protagonists are chasing the shadowy villain responsible for a number of murders or the ones being chased...
The villain is a sinister serial killer who isn't unveiled until late in the story. It is all starts fast paced, exciting... and quite frankly ridiculous. Before long the story starts to drag as start to forget exactly why the characters are racing around the country.
Well just imagine some classic chase music while you read it, it helps a lot. The ending is dramatic, the story is worth persevering with.