I read a lot of mysteries (most relevantly I recently read John Connolly's Every Dead Thing). Yes, there was stuff in True Detective about the Yellow King, Carcosa and other things but the show was basically a crime drama (though it did get a bit cliched towards the end). But I never got the sense while watching that True Detective was about the Yellow King or Carcosa or that the ritual aspects of the killings had a deeper meaning.
So it's clear, I'm not saying there's anything wrong with looking for deeper stuff in TV shows. I watched Lost too.
Anyway, I wasn't looking for any resolution to anything besides the central mystery of the ritual killings. Rust and Marty were looking for a killer and while they may not have caught every person involved in the killings, as Marty put it, "we got ours."