TL;DR: They tried to tell too many stories with too many plot points. Ultimately it failed, but the final product is full of passion. They were very careful not to spend time examining themes and character archetypes that were covered in Season 1. I can't help but have respect for that kind of failure.
I'm going to outline some of the major themes and plot threads, then I'm going to analyze each character arc and break down what I think they were trying to do (and where they went wrong).
The Themes:
Major themes present in all 4 main characters' arcs are
1) Identity/Where you come from
2) Struggling with demons from the past
3) RAAAAAAGE
4) Corruption (both literal and of the soul)
5) Velcoro and Frank both have relationship/sexual reproduction angst - Anti and Taylor Kitsch both have sexual repression/expression angst
The Plot Threads:
Episode 1- This episode tries to start almost every single thread that ends up being important to the central plot. It also tries to emotionally establish every main character except for Frank. What results is probably the worst episode of the season.
Anti- She starts her arc with some sexual disagreement with a partner. Instead of talking about her problems she just pushes him away and puts the blame on him. Her troubled relationship with her father and sister are separately covered in this episode. She pushes both of them away, but we get some information about her character from each interaction. When Anti speaks to her dad, we learn that her mom dies and she blames him for it. He goes all psychiatrist and tells Anti that her entire personality is all just a criticism of his values. When Anti has sister family time, she unnecessarily uses a police raid to bust up her sister's job (which is a totally legal webcam porn site). Her sister is reasonably pissed off, to which Anti's response is life criticism. The way she treats her sister echoes a parent that can't express themselves and tries to force their children to become better people by force.
Taylor Kitsch- Wants to get back on the bike, doesn't care for his girlfriend, and is suicidal. He also has a dark past involving injuries from Iraq. He accidentally finds Ben Kaspere's body at the end, starting the plot. That's pretty much it.
Velcoro- We learn about his strained relationship (more like a connection that only exists because of the kid) with his ex wife, informed by how terrible a father he is. We also learn that Velcoro has some very messed up ideas related to what he's owed when somebody "crosses him." In a flash back we get the story of how he and Frank became boyfriends. Frank supposedly gave him the name of the man that raped his wife. The flashback also serves to juxtapose present day burnout Velcoro with clear-eyed rage induced Velcoro of the days of yore. This was the character I was most intrigued by after the first episode. Despite (maybe even because of) his brutal retribution against the schoolyard bully. You get a first hint of how black and white Velcoro has allowed himself to see the world. "12 years old and you're already evil as f*ck." Yeah, ok, Velcoro.
Frank- The foundation for his character is barely laid in this episode. Most of Frank's scenes are exposition about this land deal that he's involved in (and the players: Kaspere, Blake, Osip). What we do learn about Frank is that he's in the money now, but he didn't used to be. We get some warmth between him and his wife, but also sense some distance there as well. Frank's character isn't activated until he finds out that Kaspere's dead, so this entire episode isn't really about him.
Other stuff we learn:
-Elvis is Anti's partner. They both go to serve an eviction and Anti gets guilted into looking for a woman's missing sister.
-Dixon is a fat disgusting blob monster (and is also Velcoro's partner). They both go talk to Kaspere's secretary (who ends up being Kaspere's daughter and the brother of birdman) and check out his house.
-A bird man has a dead man in his car. That dead man is Ben Kaspere.
-There are 3 different police departments that all want different things. They have power over our protagonists and are forcing their hands.
So you can start seeing the root of the problem. They tried to roll all of this up into 1 hour of television. I remember after first watching it I couldn't say if it was bad or good. There was no context to judge most of the scenes, and juggling 4 different cold openings is really tough for both the viewer and the story teller.
I dig the highway motif. It's an interesting way of visually communicating "Yes, there's a bunch of plots weaved together, but they're all going to the same place." Did they deliver on that promise? Eh, nah.