I was curious too and I remember reading about it during the initial release on JP, so I searched and ended up with this post by buyao531 describing who the detectives in Shinjuku were:
https://www.reddit.com/r/grandorder/comments/7foki7/epic_of_remnant_i_the_shinjuku_phantom_incident/dqdxg38/
The post states that:
"According to the Japanese wiki:
Round-Faced Priest is "Father Brown" by author G. K. Chesterton.
Old Man Playing with String is "The Old Man" by author Baroness Orczy.
Messy-Haired Professor is "Professor Augustus S. F. X. Van Dusen" by author Jacques Futrelle.
Serious-Faced Gentleman is "Dr. Thorndyke" by author R. Austin Freeman."
The whole thread is pretty great - hope this helped!
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