No, I understand your point. I just disagree with it, which is okay. To use your example, Joseph DeAngelo was caught because he left biological evidence at the scenes of his crimes. The methods used to catch him were new investigative tools but weren't out of the box...they derived specifically from crime scene evidence.
An out of the box method would have an investigator reading about Luka Magnotta's obsession with American Psycho and then saying, wow, can we link the GSK crimes to any movies? Let's look and see if we can fit any of the evidence we have to that theory.
To tie this back to Delphi, we the public don't know much about the crime scene itself (not should we), but information from that scene is what is ultimately going to solve the case - if it ever is.
When investigators work murder cases, they move from known evidence to so-called "pools" of suspects. For Delphi, pools might have been "local sex offenders," "people familiar with the Monon High Bridge/RL's property," "people with access to a car on 2/13/17." I'm just speculating here because I don't know what was at the scene. The goal is to see if any names that come up in the investigation belong to multiple pools. Those that do, are your short list of POIs that you look at more closely.
IMO at no time would investigators add a suspect pool like "movie buffs" just in order to think outside the box. They don't start with theories like that, even if the case is cold. They move from known facts about the crime scene, outwards.