Basically what I can remember is that in the first arc the MC is blind and has to complete the horror world BUT they told him a veteran would be around to guide him and the vet would be close to him in the world right away so he could find him easily. So then the MC is put into some horror mansion party where a few minutes later people are just getting killed and they are running around. Remembering his guide is supposed to be close MC grabs the nearest person's hand. Turns out though it wasn't the vet but actually the Main Boss/Ml who then leads him around the "party" protecting him from death yet showing MC around while people are dying. - ML (I think) at first thinks of MC as a cute pet to protect - they attend some puppet play together where someone dies.
I think you're thinking of Falling in Love in an Escape Game https://www.novelupdates.com/series/falling-in-love-in-an-escape-game/