To be fair this is the question that has plagued the show from the beginning, because a) none of them have totally worked 100%, and b) "True Detective" doesn't actually mean anything.
I forget if it was here or somewhere else that I saw someone say their headcanon is that The Night Of and Mare of Easttown are like unofficial True Detective entries, and I kind of like that. The way to make TD really work as an anthology is to make it a platform that exists for different writers/creators to come in and tell their one-shot, long-format detective stories that they wouldn't otherwise get to tell. That's it, no other criteria: no need to weave in the occult, no need for a shared universe, no need to have a follow-up idea in your back pocket for the next season.