I finished the series. It did turn out better than I thought it would. I found myself actually caught up in it, surprised by a few things, stunned by a few turns, all the good stuff. So huzzah for them making me care.
I still maintain that you had to swallow a lot of WTF to get to the point where it came together. I like experimental stuff, media that tries something new and different, but the result still has to grab me on its own merits. It's not cool just because it's edgy, different, experimental. Those attributes will usually get me to stick around longer, but they alone won't win me over.
So somehow this is all canon, and there's already a second season coming. Okay, we shall see.