Unusually grim and action-driven for a Masterpiece Mystery! series, the international missing-persons thriller Baptiste (a spinoff of the Starz hit The Missing) sends its intense Gallic hero Julien Baptiste (Tchéky Karyo) to Budapest for the gripping second and final season. Unlike more gentle European procedurals, like its current Masterpiece companion Grantchester, this isn’t intended for casual viewing, insisting you pay close attention as the action continually moves back and forth over 14 months.

In the present, it’s clear the world has gone seriously off its axis for Baptiste, who’s acting like a wildly bearded madman and hermit, and also for his wary client Emma Chambers (the great Irish actress Fiona Shaw, of Killing Eve and Fleabag fame), Hungary’s British ambassador. Much of the suspense this season derives from knowing some terrible things must have happened during his investigation, as the flashbacks fill in the gaps.

The mystery begins in the North Hungarian mountains, where Chambers’ family goes missing while hiking on vacation. Tragedy and horror soon follow in a series of shocking twists, reminding us that few actors can deliver a primal scream with the power of Shaw, who gets to howl in despair and rage in nearly every episode. “I’m no one,” she insists. “I’m not important … so why me? Why my family?” The answers, when they come, are as devastating as they are unexpected.

Baptiste is similarly burdened with grief and guilt, which he hopes to expiate by offering his expertise, often clashing with local authorities as he gets to the bottom of a conspiracy involving anti-immigrant terrorists. “We share the same horror stories, don’t we?” the sardonic Chambers muses. Baptiste’s moody reply: “They’re not stories, they’re black holes.”

Baptiste, Season 2 Premiere, Sunday, October 17, 10/9c, PBS (check local listings at pbs.org)