Interesting concept, and I loved how much effort you put thinking on which scenario each song would play out, and it's even cool you recorded a lot of instruments live. I like the vibe, but based on the descriptions you gave for each track, I'd suggest trying to use the minor scale or adding another synth layer to add some "darkness" to help bringing the mystery to the song a bit more, and I'd be careful with the volume of some instruments (at least, hearing with phones, it felt like some instruments were louder than they should, unless that's a creative choice, then my bad). "The Watchover" is my favorite, and knowing the idea for it added even more to the track. Good job :D
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As someone who also struggles with getting individual instrument volume levels to line up at times, I'd recommend using a spectrum analyzer to see if anything sticks out (you would look for something like your low-end peaks being way higher than your mid peaks.) Turning all of your instruments down and then turning them all up one by one (starting with the lead and ending with the supporting parts) can also be a good strategy.