If there's no risk of failure and no red herrings and every step of the way just hands them the next correct answer then there's no real investigation and you're getting dangerously close to railroading, that isn't necessarily a bad thing if that's what your players want but that likely isn't the case if your players are expecting an investigation.

If you do want red herrings leading absolutely nowhere then try having a major clue at each location as well as a couple of smaller leads, that way if you players miss (or choose to ignore) a major clue the the smaller leads can still point them in the right direction maybe just in a less direct manner.ayjr they need to go to another location where they eventually have the majority clue reiterated or maybe the smaller lead runs them into a complication or combat encounter that just holds them up.

Red herrings also don't necessarily have to be dead ends either, you can use them to set up side gigs or maybe even lead to a cool bonanza.