When we say that Abel Ferrara’s “Pizza Connection” — a web serial for Vice now in its second episode — is loosely based on an FBI case against Sicilian heroin dealers, we mean loosely: As Ferrara explains in an interview paired with the series, “Pizza” is intended to seem as if it could be set in ‘70s, when the investigation (which brought Rudy Giuliani to prominence) actually took place, or the present. It is, other words, meant to transcend the very boundaries of time. (Which seems to be on Ferrara’s mind: His latest movie, “4:44 Last Day on Earth,” is about time’s effective end for humanity.) And instead of Sicilian drug dealers, what we’ve seen so far mostly consists of a beleaguered pizza man’s awkward interactions with the shady people who enter his shop (the Sicilians distributed their heroin through American pizzerias) interspersed with seemingly random shootings.

We trust that, plot-wise, this will all begin to cohere. But the ambiguities are what make the series fascinating to watch. Is the pizza man’s child three months old, as the dialogue suggests, or two years, as Ferrara says in the interview? (The boy appears to be two.) What is the significance of the pepper versus pepperoni toppings, which seem to vex the Puerto Rican cook? What about the Polish woman, whose native language confounds both the pizza man and her Albanian loan shark boyfriend? The show even undermines its own ambiguity, with a patron who sports patches for bands (Poison, Cinderella) that didn’t exist in the 1970s. The pizza man, who complains repeatedly of being “tortured,” clearly exists in some sort of limbo, which is perfectly consonant with the format of “Pizza Connection”: Neither a movie nor a television program, documentary nor straight narrative, this odd little web concoction will keep you guessing at its direction and intention. Or so it seems. We’ll have to keep watching.