Privat investigator like adventure game
 

Alright, the next game I need identified from my old childhood memories is also from around the Windows 95 era, and I seem to recall it as a DOS game (60% sure about that.)

However, you were playing a male, classic privat eye detective wearing a brown coat.
During this demo you gained access to a hotel room, belonging to somebody you were investigating.

As you search the room you find a gun (I seem to recall a sniper rifle in a case but not entirely sure, this is something I am just 30-40% sure about.)
At this point a PIP (Picture in Picture) pops up, showing your suspect entering the hotel and walking up to the room, here I remember that you had two choices.

One, was make a jump out the window and then the demo ended.
Two, you stayed in the room when he showed up and your character would try: "I can explain this." and the suspect would answer something along the lines of: "Yes, I understand" and would then shoot you and the game / demo would end there naturally.

Any takers to this title?

FMV or Cartoon graphics?

Cartoony I would say.

Then I'd say it's either a Tex Murphy game, Blade Runner, Discworld Noir or Jack Orlando.

Of those, Jack Orlando is the one that seems to fit the bill graphics wise the most... Sadly no hotel room screenshots, but anyways... I will try that game and play it again and see if any good old memories resurface :P
I do know it was set with a 30-40ish atmosphere.