So the world is steampunk-ish. The PCs were taking an airship to the starting city, the ship crashed and they had to adventure to it on foot which was kind of my Session 1 adventure. Session 2, 3, 4 were all set in the city. Session 2 & 3 was them doing this quest that lead them to finding a Doppelganger with clues. The clues were intended to lead them to a plot to destroy the city but they didn't follow up. Session 4 I tried fitting three more, completely different ways for them to get sucked into this plot to destroy the city and they just never connected dots, explored clues or asked anyone about anything. The closest was one PC asked an NPC a question about a symbol, he said he didn't know but told them who would and then they never followed it up. They ended up Session 4 talking about leaving the city because it felt "stuffy" and seemed unexciting to them.