A young woman, haunted by her past, gazes thoughtfully out over a dark stretch of water. Suddenly, there is a ripple and someone in a frogman’s outfit emerges, splashes up to her, removes his mask and – oh, yikes, yikes and triple yikes – it’s only David Cronenberg, that’s all! The great film-maker’s wacky appearance in this movie, playing a conspiracist true-crime podcaster, sets a keynote of weirdo menace. Yet the guiding deity is probably David Lynch, with something of Atom Egoyan in the film’s dash of preposterous psycho-melodrama and the dark return of the repressed.

Tuppence Middleton gives a sharp and engaging performance as Abby, who was traumatised by a sinister incident when she was seven years old, near the family home at Niagara Falls, on the Canadian side of the border. She witnessed a kidnapping, but as a child did not have the maturity to understand what she’d seen, nor the vocabulary to explain it. The burden of this unprocessed memory has left her traumatised in adult life and, when she returns to her hometown on the death of her mother, Abby begins to wonder if she can solve this coldest of cold cases – with Cronenberg’s help perhaps.

It’s a pretty bizarre film, a thriller that appears partly to be composed of delusions and hallucinations, building to a shaggy-dog ending that wraps things up, though in a faintly exasperating way. Abby finds that the kidnapping may have something to do with a local Vegas-style magic act called The Magnificent Moulins (played by Marie-Josée Croze and Paulino Nunes) whose promotional videocassette she borrows from the library – the cue for some pleasingly retrograde, old-tech fetishism. Director and co-writer Albert Shin has come up with a diverting exercise in noir style.

• Disappearance at Clifton Hill is available on digital platforms from 20 July.