Since you said "characters," that would mean the next game takes place in an "Italian version" of Gensokyo.
What if you go to explore an old house, and there, you discover:
1. Yuuka's corpse in the garden with sunflowers growing out of it
2. A rug made entirely out of Shou's skin
3. Wakasagihime's lower half inside the kitchen's freezer
4. A portrait of Yuyuko with very eerie-looking eyes
5. A dead cat with two tails in the living room
6. Suwako's hat on a shelf, and its eyes seem to be following you
7. A TV that won't turn off no matter what, and it is showing a still footage of an eerie-looking Mima
8. A bloody message on the wall that says, "Is that so?"
9. A skeleton wearing Flandre's clothes in the basement
10. Iku, bound and gagged by wires in the basement, being used as the house's electric generator, and she is looking at you with teary eyes, as if wanting to be saved