Currently, you really cannot lose in Shadows of Doubt: even the most incompetent detective will eventually solve enough cases (through sheer dumb luck if nothing else) to accumulate enough social credit to get put out to pasture retire to The Fields.
So, let's introduce a couple of ways for detectives to actually lose the game. These suggestions may require the implementation of other mechanics into the game.
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Social credit level can go down to -2, but still starts at 0. Players lose anytime their current social credit level is two below their max obtained social credit level in current game. To maintain the sandbox, players successfully reaching retirement level can no longer lose social credit. Players lose social credit score anytime they do anything that is considered a witnessed crime.
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Detectives have a chance to be selected as a murder victim, just like any other NPC. Moreover, some of the killers the player put away during the game have a chance to break out of jail and attempt to exact their revenge. The chance of them breaking out prison is dependent on difficulty level, and is a fixed chance independently applied to each killer put away -- so the more murder cases solved, the higher the chance. Players have to defend themselves by knocking out their would-be killers and handcuffing them. Current combat mechanics may make this quite easy to do, but this could be more challenging if a more comprehensive combat system is introduced.
These are just two suggestions. I'm sure there are other ideas possible out there!