I dont remember much, but it was recent, within the last 4 years that I saw it, and I think at that time it was relatively new, maybe no more than 2 years old. I live in the US, it's western media, maybe Alaska or smth similar. The show/game begins with the main character, most likely a woman, waking up in a living room and looking outside. Lots of snow, she's on the 2nd floor and looks down the street. People are missing, she doesn't know why. There's a radio and she gets in contact w a man, maybe he reaches out to her. I vaguely remember rainbow aura around the radio, which is why I think its a video game, thar let you know you could interact w the radio. He tells her about how there are monsters, don't go outside, and she'd have to wait til later for him to talk to her again. I get the impression that there's some sort of temporal gimmick that prevents constant communication, or maybe the town is only dangerous at night, or something.

If it helps, it was probably on Xbox if it was a video game, which I'm leaning towards.