TheEnclave, thanks. I definitely don't want to kill my characters outright or make them go insane, but I have told them that it is a real possibility in this game. They will all be rolling up backup characters just in case something happens. They can't just do anything and expect me to magically fix it. But I also don't like impossible situations. Feelings of helplessness is fine, actual helplessness is not. I do like the thought of some monsters being nigh invulnerable. But as you said, I need to always provide a way to deal with it.
DethStrok9, I stumbled across your insanity video. Very well done!!! It was super helpful. The one session I ran someone went temporarily insane when they saw blood oozing from the wall. So I had them run away in panic, down the stairs, and into the opposing wall...briefly knocking them out, but no damage. Now, as they go deeper insane, it's going to be rooted somehow in that first incident.
Also, one final question, when converting people from being Adventurers (like D&D style RPGs) to Investigators, how do you convince them that in a monster reveal, fleeing is a better option than combat?