Story anchored in genre vs. interchangeable story

Some people may believe that the paranormal part happened, and some may not, but if all agree that it is fiction, then we are assuming that things didn't happen exactly as you describe. Might as well call it an alternate history.

It depends on how the story is presented, but it sounds like it could be considered a historical mystery or historical thriller.

you could pick up all the characters, dress them differently, and change mode of transport and still have the same story

It's not historical anything, then. Just taking place in the past does not make a story historical fiction. Historical fiction is based largely around the fact that the story takes place in this certain period.

Your story sounds more like it would fit with the thriller/mystery genre, or *possibly* paranormal/fantasy depending on how paranormal it is. Remember, genres are just labels. Write your story and let other people figure out how to market it.