well the show is largely doing its own thing.
One aspect you note is, the focus on the villain, and how most of the show takes place in his mind, or is entirely focused on him, and the local cast. The villainous organization is hilariously a red herring in the pilot. They show up, but really are not the threat at all. David goes in and wrecks them alone. The Eye sticks around, and gets unceremoniously killed off.
Future seasons could actually start dealing with the wider world. But the truth is, the show totally ignoring the wider world, has been part of the charm. it HAS been entirely personal.
David is a trainwreck, with or without the Shadow king. This is another big thing. He is Schizophrenic. Shadow king being beaten, killed, etc. won't stop davids other personalities. in fact, likely will just pop the cork. This element could easily get even more dominant. with MORE weirdness, more mindscapes, etc. More and multiple hostile personalities vieing for control.