I'll agree that a lot of the art is rather ... minimal, but I actually like the character designs for a Touhou story. They have a nice mix of cute and elegant, without the overly young look that some of the more official work has.
As for the case, I think it's main problem is that it's not, well, a case. At least not in the traditional who-dun-it sense, since it breaks most of the cardinal rules of the genre. Though, to be fair, I suspect any mystery set across Gensokyo would and Satori is called out as a cheating detective. I honestly expected the Scarlet Devil Mansion arc to end as a gag for most of it based on how poorly the set-up worked for a mystery and the characters involved.
At this point, it seems to be going more for generic suspense, with the unknowns surrounding Marisa's behavior and the seeming misunderstanding on Yukari's part. Unfortunately, I think it's struggling because neither the stakes nor the rules are clear. What's more, Gensokyo has some pretty strong safeguards against things going too far and it's hard to believe those would fail, or discount their relevance, without a clearer idea of what's actually going on.
At this point, nothing serious has really happened to any one. After all, a few Yokai taking a nap for a few days each, one at a time, is pretty small potatoes as far as Touhou Incidents go and even when they should have had access to a lot of power, like when they possessed Yuyuko (how?!) they did basically nothing. I mean, if I told you Yuyuko or Chen took a nap for a few days or that Patchuli fell ill and was knocked out for the same, wouldn't the oddest part be the fact that I bothered to mention it? What's next, Reimu wanting donations or Marissa stealing a book?
That said, the focus turning to Marissa's behavior might signal a turning point in the story that could let it set up some stakes and better define what it's trying to do. That or a nearing anti-climax.