The Orange Light Road

The Orange Light Road is never fully explained, but it seems to be an alternate dimension that can be accidentally entered while driving on the road to Churchs Ferry.

Charles Kemp Disappearance
When Police Officer Ángel Hernandez is talking to Police Officer Rosa Hernandez about being invited to Officer Appreciation Day, Rosa says that she has always had a bad feeling about Charles Kemp and relates a story that he was once found passed out in the Walmart loading bay at 3 am, delirious and suffering from dehydration and that he was never able to give an explanation for how he got there.

In a later episode, Ashley Kemp tells her father Charles that she's worried by his recent behavior and worries that he will disappear again, implying that Charles had disappeared for several days prior to the events of the series. Charles gets angry and says that he told her never to talk about the disappearance.

Near the end of season 4, Charles sits down at the bedside of his comatose friend Doctor Terrence Parker and confesses to being the Sunset Killer. He relates a story in which he was driving up north towards Churchs Ferry when the sun became frozen on the horizon, never completely setting and bathing everything in a perpetual orange light. He never reached Churchs Ferry, but the road continued onward with no sign of buildings or other cars. He tried driving back in the opposite direction, but the abandoned road continued indefinitely in that direction also. Eventually his car ran out of gas and he got out and walked for miles before finally collapsing from dehydration. He woke up later in the Walmart loading bay with no memory of how he got there. Charles explains that ever since, sunsets fill him with a horrible feeling that he can't explain but feels a desperate need to purge from his body. He became so fixated on the concept of sunsets that he began to kidnap and murder people living in the Sunset Trailer Park, thinking that somehow, once he killed all of them, the feeling would be purged from his body.

Claire Madison Disappearance
After the Maurisuvius rift opens in the sky over Devils Lake, CIA Agent Claire Madison attempts to flee the city. Signs indicate that she is driving in the direction of Churchs Ferry. Eventually, we see her driving while bathed in orange light, looking worried. She pulls over to the side of the road and discovers she has no cellphone service. She takes out a map and struggles to find her place on it. This is the last we see of her, implying that she is still trapped in the Orange Light Road when the Maurisuvius rift ultimately destroys the world.