Rust going to Paris

Does anyone remember when Cohle told his date (or Marty?) at the bar that he went to Paris? In the book "The King in Yellow", the first 4 short stories have mention on the play of the same name. The 1st and 4th take place in a future America (1920ish, book written in 1895) and the 2nd and 3rd take place in Paris. It was interesting that Cohle mentioned he went to Paris in seemingly harmless dialogue, however it is becoming clear that this is a show that does not waste scenes. In the 3rd short story from the KIY book, a man who is captured awakes at an abandoned church, and we already know that an abandoned church is a part of the story so far with clues/references to the yellow king. The 4th story is centered around the creepy actions of a Church Watchmen, which leads me to believe that the preacher man we noted should play a prevelant part going forward (not to mention that I would be suprised if Shea Whigham played parts for only 1 scene of a tv show when his current resume includes Eli Thompson and a role in American Hustle).