Episode 6 has a running theme of boxing. Hart dons a pair of gloves to beat two men who had sex with his daughter. The bar he visits mid-episode has boxing on a big-screen. Their superior officer also has photographs of boxing all over his office. The end of the episode has Hart and Cohle get into a fistfight. Cohle compliments Hart's hook.
The setting reinforces the concept of time being a flat circle. The Louisiana Gulf Coast routinely gets hit with hurricanes, Andrew and Rita being mentioned in episodes and tangentially factoring into the investigations. Hurricanes are almost an apocalyptic force, wiping away the past only for it to be repeated in the next cycle. It certainly wouldn't be out of place in the Yellow King Cult's mythos.
The idea of being a True Detective is actually embodied in both Rust and Marty. Even though they're not the most upright human beings, when the saw the extent of the depravity of the Yellow King Cult via the old video tape, they step up to the plate and at least try to take down the perpetrators. When Geraci was shown the same tape he tries to avoid blame and wants nothing to do with it, which is a sharp contrast to the responsibility our two protagonists take upon themselves.
Cary Joji Fukunaga called the villain of the first season the Beast in the Tall Grass. Ladoux is conspicuously introduced striding through a field of tall grass, but Errol Childress, who is eventually revealed to be the real Beast, is introduced while mowing an overgrown lawn.
After killing Childress, Cohle pulls the knife out of his abdomen, an action than any medic will tell you will make the injury even worse. However Cohle would know better and he confided in Hart that he felt he was ready to finally "tie things off" after finishing the case.
While his alcoholism is most certainly not an act, Cohle's drinking does give him plausible deniability when discussing details of his former case with the detectives investigating the recurring murders. As he says to them at one point (while holding up a can of beer) "You'll have to excuse me if I've forgotten some things in the interim."
When Cole visits the Light of the Way Academy in 1995, he encounters Errol Childress, later to be revealed as the final villain of the season. The sign at the entrance begins "School Closed Until Further Notice; God Is Working..."; as Cohle leaves, the camera pans around another post so that the edge of the sign reads "Notice King".
For all the complaints of the Cosmic Horror Reveal of the King in Yellow didn't lead to a Cosmic Horror Story, this is actually in tune with many of the Lovecraftian themes: Rust, a drug-addled man suffering from severe mental issues, was the only outside witness to anything suggesting supernatural events. The show also distances itself subtly from Cosmic Horror Story Lovecraft: instead of the traditional "King in Yellow" description, the show tends to refer to him as "the Yellow King." Taken in a greater context of the Cthulhu Mythos, these strongly suggest that Rust only dealt with one iteration of a cult vastly larger and older than realized.
Velcoro is dismissively compared to 70s-80s TV detectives, such as Columbo and Rockford. Except those detectives are people constantly seen as harmless by the more powerful bad guys, showing that Velcoro will surprise his opponents.