One of the reasons for that is that “Caddo Lake” is a relatively straightforward blue-collar drama for quite some time. In fact, Shyamalan’s name as a producer—and how genre-dominated this season is for streamers this time of year—is the main foreshadowing that something is going to go sideways. This doesn’t just go sideways. It goes in several directions at once, often in ways that are nearly impossible to follow, but it really comes down to how much you enjoy the challenge.