(Edit: It turns out there is a "Stop investigation button at the top right that I missed. Since pulling up the clues menu was not the default way to exit, that is probably part of why it glitched.)
There's a glitch in the first class car. Usually I could leave the clue clicking parts by opening and closing the notebook, but this time the image had moved really far over the (boss' car?) and Sky was invisible. It automatically had Sky say "Should I knock or leave?" I tried knocking, got no answer or escape from the image. It slide to the left a tiny bit when I pushed the left arrow, then stopped. Pressing the right arrow took me all the way past the end of the train, Sky appeared and walked off the end, left floating in air.
Anyway, just wanted to note this to the dev and anyone who might have encountered it. Gonna play again and hope I miss the glitch.