It was so dark.

Not a speck of light shone inside Next Theatre Monday night as the curtain rose on the Evanston theater’s premiere of Bryony Lavery’s “Frozen.” The audience sat a little anxiously in pitch-black, couldn’t-see-your-hand-in-front-of-your-face darkness as eerie music wafted from the back of the tiny theater. A sense of relief when a spotlight blazed onto neatly dressed Agnetha (Jenny McKnight) was short-lived as she crumpled to the floor and began to sob.

A vague feeling of dread defines “Frozen,” nominated for four Tony Awards in 2004 and receiving its Chicago area premiere at Next. Director Steve Scott of the Goodman Theatre has shaped the play into an intimate study of three characters paralyzed by fear, sadness and denial, though they sporadically allowed glimpses of more tender emotions to bubble to the surface.

The heart of the play, set in a sleepy part of England, is the disappearance of  a 10-year-old girl named Rhona, who is never seen onstage but hovers in everyone’s consciousness like an angelic wraith. Police discover her remains along with those of six other little girls in a shed nearly 20 years after Rhona's disappearance and promptly lock up Ralph, a serial killer played with a psychopathic swagger by Joseph Wycoff. As McKnight’s Agnetha examines Ralph for her doctoral thesis, which claims that murderous behavior is caused by illness rather than innate evil, feelings of compassion emerge. Agnetha develops a personal stake in showing that Ralph is not responsible for his nature.

Rhona’s devoted mother Nancy (Laura T. Fisher) maintained a delicate balance between detached British irony and wild parental grief while mourning Rhona’s disappearance and, years later, her murder. The story is told mainly through monologues, and Nancy’s sweet anecdotes about Rhona and her other daughter, Ingrid, hinted at her anguish as she tried to get through everyday life.

Since "Frozen is an intellectual thriller dominated by criminal perversion, it was difficult to respond to the characters with anything but apprehension. Scott manipulated this mood to great effect by often leaving the audience in inky blackness for a few seconds longer than necessary or providing faint music that bordered on moans throughout the show. An understanding of why Ralph acts the way he does eventually started to take a fuzzy shape in our minds, but for the most part, it was overridden by our sense of palpable fear.

The play's most powerful scene came towards the end, when Nancy confronted Ralph in his prison cell with photographs of Rhona as a child. She was searching for healing for both of them, and Ralph appeared to be in physical pain as the photos finally touched a nerve in his frozen heart. Whether or not the eventual arrival of remorse proved Agnetha’s thesis was left to the audience to ponder.