I'm sort of losing interest. The leprechaun, Mr. Wednesday, and the ancillary characters like Czernobog, Vulcan, Media, and Anubis are interesting, but it kind of feels like we're still stuck in world building/pilot mode. We should have a cast of characters and be moving by now. The book was pretty slow and meandering, too, but it's starting to not work for me.
RE: episode 6, I thought that by the end of Vulcan's arc it wasn't that political, but many jimmies will be rustled. There is definitely a sympathetic treatment of illegal immigration and a casting of anti-illegal immigration people as the bad guy (literally murdering Jesus Christ). Then in the little town, it never quite explicitly says that gun owners are racists, but it sure hints a lot with all the glares at Shadow and the tension over the hanging tree. Last, it went after corporations a bit with the dialogue borrowed from Fight Club.
At the end of it, I got the feeling that a lot of that was more the side effect of Vulcan doing his thing. It will be interesting to see how or whether partisan issues crop up in later episodes.