J. Jefferson Farjeon 
The Z Murders [EPUB ebook] 

‘Jefferson Farjeon is quite unsurpassed for creepy skill in mysterious adventures.’ — Dorothy L. Sayers
Richard Temperley’s pretty annoyed with his bad-tempered fellow passenger Amble on the train, who snores like a train himself. But Temperley’s not annoyed for long: as soon as Temperley and Amble arrive in fogbound London before dawn and take refuge in a hotel, Amble settles himself into an armchair, goes back to sleep — and never reawakens. How could he with a bullet in his heart, having been shot through the window while he slept?