A point made by someone else elsewhere, about the behavior of the cops in episode 1:
The cops' actions toward the protagonists are basically the same as the fey folk in grittier fairy tales. Capricious, malevolent, you meet them by accident and they want to hurt you for no good reason; but they do follow some rules and give you a way out, or seem to; they give you a warning and a difficult task (i.e. get across the boundary line by sundown, but DON'T SPEED); but they follow the exact words of what was said, not the spirit (they never said the next county was SAFE either); etc.