I believe if you re-watch the epsode you mention at the beginning (episode 4 where the drug raid goes wrong) you will see the action takes place not in a project in New Orleans, but in Beaumont which is in Texas though very close to Louisiana. (The biker gnag is from Texas, Rust emphatically tells Cohle to monitor the Beaumont radio frequencies and the shots of traveling on the interstates show the Beaumont exit signs.
