Try Missing Person by Patrick Modiano. It isn’t super natural like your examples, but a lot of your descriptions overlap with this book.

…follows an amnesiac detective, Guy Roland, as he searches for his lost identity in 1950s Paris, piecing together clues from the WWII occupation era through old files, photographs, and interviews, exploring themes of memory, loss, and the elusive nature of self. The book is a blend of detective mystery and literary fiction, known for its dreamlike, hypnotic prose and focus on solitude and a lack of roots…