A gang has gotten their hands on one of the statues. Although they initially intended to sell it. After a deal was struck, a member of the gang ran away with the statue. Now a tangle of alliances of the magical underworld has started boiling over into the light.
The shipment that got lost was originally intended for a group of German spies. Only one of the statues arrived. The spies started killing each other over the statue, leading to a police investigation.
The corrupt police department has been payed by whoever sent these spies to ignore the incident. Now those same people are trying to stop the party and their PI friend from uncovering the truth.
One of the statues ended up being taken to a factory by a worker who found it. The statue has taken hold of the factory's workers, making them build monstrosities of diesel and magic.
One statue has found its way into the office of an occult history researcher who has gone slightly off the rails researching the object. Rumors of disappearances spread among the students, and one of the hallways keeps getting longer.
The cultists who arranged the shipment have recovered one of the statues. They are holed up in a historic castle. They have also started killing animals and people in the surrounding area.