Here is my finale theory, take note it was posted before the episode aired, so if this is how it goes down I’m ****ing Sherlock.
I believe Maggie’s Dad is a member of the raping, Lovecraft cult, and that Marty’s eldest daughter was a victim, which is what screwed her up. I also believe that Maggie, when she was little, was also a victim. From what we hear about Carcosa and the Yellow King from the people involved, from the meth dealer to the old black maid, they seem to talk about it with deference: about immortality and the circle of time and on and on and so on. I believe the rape cult it raping under the guise that they are saving the little girls—that their innocence is a ritual sacrifice to be paid to the Yellow King, or something. I believe Maggie believes in the Yellow King and Carcosa, and is involved.
I don’t think Marty knows. But I think Marty was put on the case with Cohle in the first place so Maggie could keep an eye on the investigation—especially on Cohle, who is a very good detective from out of town.
I think Cohle, perhaps in his undercover travels, heard about this satanic cult that tortures children, and since his child died and it ruined him, and he’s just a miserable person who doesn't want to live, he decided to dedicate his life to stopping this mysterious cult, to accomplish something good and meaningful, and maybe kill himself in the process, which he clearly has a death wish. So anyway, back to Maggie. Maggie, Marty’s ex-wife, is in on it—she’s part of the family; her dad is a leading member.
I think Maggie was especially trying to keep an eye on Cohle. Which is why, in the early episodes, she’s so insistent on meeting him, on Marty bringing him over for dinner. And also why she decides to sleep with him, later—she does this not to get rid of Marty, but to get rid of Cohle. She wants him gone—he’s getting too close. By sleeping with Cohle, she breaks up the partnership, and gets him to leave town.
So I predict Maggie to be involved. Expect Maggie’s dad to be involved for sure. And I don’t know how much Marty’s eldest daughter understands what happened to her, but I’m pretty sure she was in some way a victim. Unless it’s a very clever (and overly misleading) red herring by the writerr.
