If you haven't watched the show and want too, stop reading and go back watch.
I for one love the show, think its great very interesting concept. I have a couple theories I wanted to spit out and just see what others think.
1) Current themes...the turns and twist we can see coming, have always happened.
2) Knowing this is HBO and this seems like a smart show, I think everything is on the table. What appears they are leading us too, is NOT what the big surprise will be.
3) I think there's a lot of symbolism on multiple layers. From the first murder, to the fact they keep showing the missing person highway sign...to marty's daughter going gothic/dark/slut.....Yes, the murder(s) are still out there...Yes, there's a cover up going on...I do not think they are marty or rust. There's a ton of foreshadowing...but there's also a lot of (pre-shadowing)
4) Rust is a suspect because its clear he's way ahead of everyone.
5) Rust was not surprised / it was not a coincidence that biker gang was the same one he was under cover in for 4 years in texas
6) There are white collar (non hill billy) criminals running this missing persons (sex slave) torcher thing.
7) Rust Cohle's Daughter was kidnapped and killed by this same group and he found out about by going under cover searching for his daughter...He broke the UC rules for 4 years because he needs to find his daughters killer...He's trying to cut the heads off this snake. He traced it from the biker gang, followed them to florida and is realizing the scale that this is happening on (biker gang, church, police, drugs, govt) the more he finds out the more pissed he is...Rust Cohle...(burnt red hot coal of fire fueling the fire inside him)
8) The scene in the projects and his unrelentless pursuit of this bad guy, his disapproval of marty dismissing his family, the one he had snatched away from him i think clearly shows he's searching for who took his family away...aka the box of grenades, shotguns and other end of days type stuff.
9) Cohle is weird but he's been in control even fighting Marty. The only time he lost control was when the prisoner mentioned the yellow king, rocking his world that the murder(s) were at large.
10) Marty's daughter is going to be on that tape he sees next week. Rust loses a daughter / Marty loses a daughter (figuratively at least) literally at the most.
11) Marty and cohle reconcile after marty sees his daughter on the tape, then cohle reveals how his very young daughter (foreshadowed by the little girls on the streets in Ep1-2 and cohle's reason for dodging dinner/showing up on purple drank) was taken...Cohle might even have some hope that she's still alive somewhere.
12) The black cops will be marty and cohle's allies in the final episode and realize the whole story...
13) oh and check out Major's desk name plate "Ma. J Leroy Slater":Leroy means King, Ma=Master (Master is KKK reference), and slater...idk "Slay-Her" or "Slaughter"...just saying. PS keep an eye on the white haired cop who was going to be on the "task force".
my .02 what you guys think?
thanks for reading here you go...