Old Gods, Wizards and the Second Magical Revolution

Coming to a new world that has just completed the industrial revolution, experienced the First World War, and the economic situation is at a low point, I inherit the identity of a useless detective who is looking for death all day long, and, by the way, there is also a lazy and delicious cat, witnessing the deepest mysterious power of this mysterious and bizarre era. Add some magic, some extraordinary power, um, magical creatures, and yes, steam technology, and finally pour in some old gods and alien gods, stir it up, and there you have it, the creation of a beautiful and happy world is complete!