"The Clan," by Tony Richards, in Alfred Hitchcock's Mystery Magazine, March 2014.
I have written once before about Tony Richards' satisfying series of science-fiction mystery stories set in a near-future Federated Africa. To my mind, this story is the best so far.
Abel Enetame has been promoted to captain in the African police for his work against people who would like to reduce the continent to the good old days of tribal warfare, but now he is pressured to go undercover against a new enemy. The Anti-Caucasian Clan is attacking Caucafricans -- white citizens of the federated state. Worse, they are killing them in impossible ways, getting in and out of locked rooms at will.
Abel goes undercover in situations that put him in ethically sticky situations and watching him slip around them is one of the pleasures of the story. His method of defeating the impossible killers is the other.