Combine the two. Linear story that will follow players around a sandbox. It uses the same concept as Schrodinger's Dungeon where the players will always wind up in the places you have ready.
Script events that are unconnected to specific locations or to only general ones like "near trees" or "by water" so that events appear to be connected to the player's surroundings.
The Curse is a concept I like, something that literally follows the players and depending on how hard you press it can create a chase game (themed like "Terminator") or a one by one game (like "Final Destination" or to envoke a proper classic "Ten Little Indians"). Basically you have something or someone who is hounding the players. The players can not defeat The Curse through direct force but this can manifest in any number of ways.
An agent of The Curse may be too powerful to defeat (ie Terminator), or if you defeat one than another will come, or the agents(s) can not be defeated for any significant length of time (ie Nazgul). Additionally the "agent" may be an effect or something less easily explained such as living beings becoming progressivally more aggressive towards the subject of The Curse the longer they are nearby.
My suggestion is to work out something like Final Destination where the players bring their fate upon themselves through some ignorance of "higher" laws. They did something that somehow placed them at fault. It may not be fair, but the universe does not care about fairness. So, sort of leaning into that Lovecraft amoral universe theory, it still works as a non-Cthulhu story.
