Lost is much different from The Leftovers. It's more action packed and plot oriented, and less meditative, but the characters writing is still top notch and there are plenty of philosophical concepts too.

Overall I would say don't expect something too similar to The Leftovers just because they share an author: they have some aspects and themes in common, but they're completely different in terms of mood and pacing. Nevertheless, if mysteries, twists and turns are what you're looking for then Lost is an excellent choice, as those things are even more emphasized than in The Leftovers.