Phi Brain?
usually most of mystery series are intellectual, like detective connan or detective school Q. also physiological series has an intellectual sense to it like Another or Liar Game(live action).
Paranoia Agent should be spot on, unless you're the type that doesn't ponder with small details.
bloody monday comes close to being ultra-intellectual but theres no anime of it, only live action.
for the record, from the OP's listed series only DeathNote comes close to being ultra-intellectual and its not even there yet, to be honest the anime was too watered down over the manga version.
PS: an anime which you don't have to think yourself isn't so intellectual, i'd rather call it shallow thriller.