The history I remember was they shot a pilot episode, then another one, HBO sat on it for a while, then they started shooting with like 5 different storyboard angles dependent on whether Hopkins would be in the subsequent seasons or not and to what extent it would feature him. Once they started shooting the post-pilot episodes (I think some insane delay here, like years) they still weren't sure HBO would buy a S3, but probably a S2.
I don't think this is unlike HBO, at all. I mean the wire had a completely wild S2 that had nothing to do for the most part with the overall story arc while they figured out where the main plot would go. For HBO shows S3 are usually the best material, and you just sort of have S2 as a setup to that. I'm sure there are exceptions to that rule, but I'm struggling to come up with some right now.