When Ray drives away from the scene of his first murder, a logo for the Canadian chain Shopper's Drug Mart is visible on a street sign. Another storefront also displays an address on Yonge street, identifying the location as Toronto. Previous episodes have established that the heroes are in the U.S.
The town of Larksburg has the "Dale County Courthouse". There is no Dale County in Mississippi. The closest Dale County is in Alabama, but on-screen dialogue establishes that the town is in Mississippi.