I'll be interested to see how this develops. I'm having fun with the campaign, but like I said, it feels more like the Shackled City storyline is the back ground for the ongoing adventures of the group that's always in trouble because of their crazy friends.
Well, the obvious thing is it just sounds like you want a different kind of game than the other players. That's your DMs job to try and balance that and its tough work. If half the group wants to sandbox and half wants to follow a "bigger than us" plot, its very tricky to keep everyone involved. Based on some comments, for instance the possibility that a player is playing "evil" when the DM specified they shouldn't, that leads me to believe that either the DM prefers players to sandbox the game and do whatever they want, or the DM doesn't have the level of say at the table that he/she should.
Its the ultimate weakness of poorly managed sandbox campaigns IMO. Players completely hijack them - and I don't mean "players" as in the group but individually players hijack these games. So you have 4-5 people running amok and all going different directions and it's not IMO a fun experience - especially for the DM. It becomes all about people playing solo games in front of a table full of othe rpeople and the DM running back forth trying to please everyone. Of course, if the whole group is on board and they are at least running amok and all on the same page, it can be memorable.
Anyway, youre sort of at the mercy of the DM and other players on this one, but if you are having fun with certain elements, just kick back and enjoy it. In fact, if the DM even remotely cares about any overarching plot, seeing even the players that want to follow it just joining the random crowd may spur him to action.
You can try to sway things your way by continuing to have your PC pursue any breadcrumbs left for the "big plot" and this will at least tell your DM and fellow players what you are interested in. But if they all prefer that style of story telling, you may just need to find a different group.
At the very least you need to discuss this with your group and let them know what you are looking for out of the game.
Personally, "gonzo" campaigns (which you said these were "gonzo" characters but I'm going to just call it a full "gonzo" campaign what with feeding "mystery meat" to people and psychotic PCs...) aren't my cup of tea, so I feel your frustration. Its great every now and then, but its like playing Paranoia or Call of Cthulhu - you really shouldn't make a "campaign" out of it.