Missing doc and drawing down
Nothing ever came of the documentary that arbitrarily popped up from time to time. There were parts where they asked questions from later episodes suggesting it was ongoing. It was kind of odd they kept reusing the same interviews in different episodes, but not as weird as the season 2 scenes with Det. Reese at the FBI where for three episodes some FBI lady says virtually the same line to Reese, and nothing else the entire episode. Over and over telling to the effect 'this is police work' and then we don't see Reese again until next episode where the same line is said.
But the most strange and unbelievable aspect of the show is pretty much several times every episode they draw their guns on innocent and unarmed people. You can't actually do that in real life. The show got so absurd about it, even the characters stopped reacting, reference the episode when they walk in guns drawn to a theater, point them at everyone including the ex-con acting out a scene, nobody reacts. Two cops pointing guns, and nobody even stops walking.