This show is still run by the writer. Nic Pizzolatto is the showrunner, creator, and writer. He created the concept, wrote all the scripts, and was on set every day talking to the actors and supervising the shoot.
The reason why there's one director for all the episodes is because Fukunaga is represented by the same agency which represents Nic, and they were put together to try and create the package to pitch to networks. They started making it while there was a bidding war, so this season is actually more like a big budget indie production which got picked up by HBO, rather than a show created and produced from within HBO from the start.