“Lazarus” is still a mystery at heart, though, with the ghostly visitations serving to provide clues (in the arbitrary, just-on-time manner of so many contemporary whodunits) and to complicate life for Laz, who can’t tell anyone where he is getting his information. It has some of the structure of a classic locked-room mystery, the room being the darkly flashy penthouse and office where his father, also a psychiatrist, dies early in the show. It also has some of the chic unease of a ’90s-era psychological thriller, without the sex; the spirits of Alan Parker and Roman Polanski hover beneath the penthouse’s lofty ceilings.