I'm not sure what is wrong with Paul finding the body like that. His entire story in the episode was just leading up to him finding it. It's not a contrivance.
Anyway, the final scene of the episode gave off some serious Touch of Evil vibes to me, with Farrell channeling Hank Quinlan upon his entrance to the crime scene.
It's also obvious to me that the episode was trying to mix slight elements of Sergio Leone mixed with extremely in-your-face elements of David Lynch. The closeups at the last bar scene between Farrell and Vaughn and the stareoff at the end were Leone, but the singer in the bar singing about a bad life was specifically channeling Lynch and the singer at the bar in Fire Walk With Me. The episode made it clear it would do this by specifically putting Mulholland Dr. so heavily in the viewer's face earlier on. I expect more in-your-face Lynch influence.
I also felt like the bird statue in the car with the city planner was referencing the Maltese Falcon, but that may be a stretch. However, the shot of it came right before a shot of the Mulholland Dr. sign, another blatant reference, so I dunno. And yes, I know Mulholland Dr. is more than just the Lynch movie, but it was very direct in my opinion.
I feel like with a cast this large there will be room to kill off a lead character or two over the course of the season, but we'll see.