Un-Go/WMG

Shinjuro was in a car crash.

 * From what we see in the Cold Open, there's a flaming car, a group of dead people, Two alive people (A woman and one seriously banged up Shinjuro), and an Uncanny Valley statue, all inside a cave. Presumably, the car skidded out of control into the cave, throwing all the people out except the woman, and Inga came from the statue to save Shinjuro. What happened after that is a mystery. (Bonus WMG: The aformerated woman and the man who looks like Shinjuro, both of whom appear in the ending? They're his folks. )
 * They were trown there while running from a terrorist attack and both the guy in the opening and ending are Shinjuro and that is not even his real name,being everything about his life as a detective a fabrication by Kaishou,and the woman's boy became Inga by way o Demonic Possession

Shinjuro has made a Deal with the Devil

 * Inga is a god, statue being seen in the Cold Open. Shinjuro has made an agreement somewhere along the lines with Inga to revive his wife and son who died in the car crash on the agreement that Inga is able to tag along on Shinjuro's investigations and steal people's souls or whatever he/she/it does. Inga's child form is Shinjuro's son and adult form is Shinjuro's wife.
 * Sort of confirmed,he made a pact with Inga who is a Demon and it was for it not to kill anyone while taking their soul and the body was that of the woman we see in the Cold Open only in a Fun Size Mode.