Shroud of Darkness by E.C.R. Lorac

They were five strangers on a fogbound train—

a psychiatrist's pretty secretary,
an agitated young man
a tweedy lady with a deep voice
a stockbrockerish businessman
and an eel-like "spiv."

One was brutally attacked in the choking black fog in Paddington Station. Attempted murder became bona fide manslaughter, and examination of the intimate lives of the passengers involved Chief Inspector MacDonald in a macabre game of hide-and-seek in which one man tried to find his identity and another was ready to kill to preserve the shroud of darkness that obscured his.