I pointed out to my players that, for this game, I'm trying to break a lot of my habits from running D&D games -- especially when it comes to moving the story along.
I explained to them that this game has a lot of misdirection, incomplete information, or even outright lies. If the group takes the clues they've gathered and drawn the wrong conclusion, I have to actively resist the urge to correct them. It doesn't help that my last group was the sort who could be handed a dozen clues and four hints, and get absolutely nowhere with it. This time, I've got a crowd that's a lot quicker on the uptake.
I have to leave it up to them to tell me where they're going and what they do when they get there, rather than just feeding them the next step in the plotline. (Yes, the old group was that slow.)
I think that, once they get the hang of data-searches and contacts and legwork in general, it'll work out.