This was a fun read. Aliens, child abduction, devilry-adjacent activities, a disinterested minister, an incompetent undercover investigator, feuding cousins. Drugs. Lots of drugs and people drugging each other. A giant worm that manifests as the result of a stress-countdown-clock.
There's a lot of weird stuff going on, enough so that it feels reasonably complete, despite the relative lack of information. Having a more frank explanation of the Piper or what Changelings are would be appreciated. In its current state, the referee should be prepared to not have all the answers. A creative referee with some time to prepare could run this world.
A shadow peering from behind the trees, making slight dribbling noises. Some of the random table entries could be a little too vague for some, especially considering this is a system agnostic adventure. Some semblance of stats would be helpful for sure.
A weasel trying very hard to get the PCs to follow it down a mine shaft. This is the sole mention of said mine shaft.
It would be nice if the townsfolk were compiled into their own appendix instead of having the information scattered throughout the locations. This would also give you some room to flesh out the locations more.
Overall, it's a good idea that's well-written and different enough to be interesting. I hope you expand and refine it!