There has been much analysis of True Detective. I do not want to suggest that good thinking inspired by one of the smartest and most literate TV shows in recent memory is overwrought and excessive. However, some of the fan theories are a bit of a reach bordering on the ridiculous. In all, such reaches are a good thing: it is better for a work of literate popular culture to cause too much thinking and reflection as opposed to too little.
What do you think will happen in the finale?
Will all of the various hints and winks to the Yellow King play out or will the final episode True Detective be a straightforward police procedural where the dots are connected and the audience is left satisfied (or not)?
What themes should True Detective Season 2 focus on? Who should be the featured actors/actresses?
My thoughts/predictions are as follows.
1. It is pretty clear that there is a Satanic sex cult operating across Louisiana. The Tuttle-Childress clan are involved. The series has borrowed very closely from Lovecraft-inspired lore. One such story features many of the elements we have seen thus far in True Detective. Rust Cohle and Marty Hart will confront the ring leaders. One or both of them will be killed.
2. Is Maggie's father involved in the sex cult? Yes and no. I do think he has knowledge of it. He may have participated in the sexual rituals, but did not have the "courage" to kill. Alternatively, perhaps committing the ritual sacrifice is the last step before being fully vested in the secret society which worships the Yellow King.
For whatever reason, Maggie's father was not allowed into that final circle of knowledge.
I also believe that Maggie's father may have molested the oldest daughter Audrey.
3. Are either Cohle or Hart the "Yellow King"? No. Nor do I believe that Rust Cohle was committing the murders--I suspected that he was initially. However, I do believe that in his drug altered and elevated state Cohle has been working through and processing the events connected to the Dora Lange murders, as well as what happened to his daughter in her "accident".
4. The wildcard. Was Rust Cohle's daughter a victim of the Tuttle-Childress Courir de Mardi Gras sex cult? I am not sure. This could be a great swerve for the finale and would explain a great deal of Cohle's behavior.