This viewer who sees way too many movies that telegraph their obvious plot twists from the first few minutes admires the narrative gamesmanship of “Caddo Lake,” even if I’m pretty sure I couldn’t explain it without a pen and paper to chart it out. Again, it helps greatly to have a cast who plays urgency instead of plot twists and O’Brien and Scanlen do precisely that, making these lost souls feel emotionally resonant even amid the relatively ridiculous machinations of how this story twists on itself.