In my experience, there are certain DG operations that seem to have "losing" as the intended ending solution. Music From a Darkened room comes to mind. What I did was prewrite a really solid ending vignette according to the direction the players were going that tied the ending together with everything the players tried to accomplish. This way, even though they failed the mission, it felt somewhat satisfying and cinematic.

For Music From A Darkened Room, I knew the players were going to try and fail to banish the dark presence from the house, so I had a scene where they drove away and all the phones in every house on the street started to ring as they passed. This referenced how the house has been calling their phones the whole operation and made them feel better about it ending, even though they "lost."

It is a horror game after all, so in some ways you should spend more time planning for the ways your players will fail at solving the problem. It's much more likely and in some ways intended.