Jude Law in HBO's new limited series "The Young Pope." (HBO)

At once confounding and captivating, HBO’s new limited series “The Young Pope” (premiering Sunday) is among the strangest and most unsettling shows I’ve reviewed in several years — the morose story of an ice-blooded American cardinal, Lenny Belardo (Jude Law), who is chosen to be the next pope, even though he’s only in his 40s.

Taking the name Pius XIII, Lenny immediately transforms into a maliciously capricious pontiff, confusing his peers in the College of Cardinals and striking fear across Vatican City about his true intentions — alarming even the papal cook with his rude refusal of her vast breakfast buffet on his first day, asking instead that he be brought a Cherry Coke Zero each morning and nothing more.

Eschewing long-held systems and protocols that keep the Vatican and the worldwide Roman Catholic Church humming along, Pope Pius seems intent on walling himself and the Holy See off from the world, all in the name of God’s glory.

Referencing reclusive or pseudonymous artists of his time (from J.D. Salinger to the graffiti artist Banksy), and citing the ultimate marketing potential of mystery, Pius tells the Vatican’s savvy communications director, Sofia Dubois (Cécile de France), that he wishes to never be seen in public. He will not pose for photos, nor will his image grace any official souvenirs. He also fires the cardinal in charge of official papal trips, telling him that his job no longer exists, because this pope won’t travel. The world shall come to him.

In other words: Christ, what an A-hole.

As envisioned by Italian filmmaker Paolo Sorrentino (who won the Oscar for best foreign film in 2014 for “The Great Beauty”), it’s difficult to figure out why “The Young Pope” is here and why it’s so instantly fascinating, or what the series might be trying to tell us about faith and organized religion. The first of five episodes made available for review (there are 10 episodes in all, airing on successive Sunday and Monday nights) are deliberately slow; only in the fifth hour does Lenny/Pius’s plan begin to sharpen or make any religious sense. Despite the pace, the show is a chilling, challenging and visually stunning piece of work.

Silvio Orlando is superb as Cardinal Angelo Voiello, the Vatican’s secretary of state, who is the first to realize that Pope Pius intends to break radically with tradition. It falls to Voiello to attempt to reason with this power-mad newbie, who, we learn, won the majority of the cardinals’ votes because he was seen as a safe bridge between a conservative candidate (James Cromwell as Cardinal Michael Spencer) and the church’s more progressive wing.

I am reluctant these days to read into every new TV show a fresh analogy to our present-day transfer of power in the United States, but it’s almost impossible to watch “The Young Pope” and not think of another newly anointed dilettante who shuns expertise and institutional precedence in favor of a radical reordering of power. To underscore his distrust of the system, Pius immediately summons his oldest ally: Sister Mary (Diane Keaton), an American nun who raised him in an orphanage after his parents abandoned him as a young boy.

Sister Mary is as much of a cipher as the pope. Now present at all his meetings as his personal adviser, she briefly becomes his Kellyanne Conway (of sorts), sent to face a news conference after the pope’s first and perhaps only address to the masses gathered at St. Peter’s Square. Held at night to prevent press photographers from getting a good picture of him, the address quickly turns into a firebrand screed about faith. Rather than elucidate or soften the pope’s words, Sister Mary reads a statement from the pope emphasizing His Holiness’s infallibility, and his indifference to any mere mortal who would challenge or respond to him.

“The Young Pope” largely reads as an implausible, if cautionary, tale of absolute power, sprinkled with hints of true divinity beneath Pius’s cruel veneer. He may be justified in believing himself to be uniquely more qualified than his predecessors; Law seems to relish playing his character’s inscrutable nature, especially when it comes to the pope’s unpredictable wit and astonishing arrogance. “I love God, because it’s so painful to love human beings,” he says at one point. “I love a God that never leaves me and that always leaves me. God, the absence of God, always reassuring and definitive. I renounce my fellow man, my fellow woman, because I don’t want to suffer.”

The show revels in the serene yet sinister inner workings of the Vatican. Voiello and some other cardinals scheme to remove Pius, choosing a rather predictable page out of their playbook by convincing a Swiss Guardsman’s unhappy, beautiful wife (Ludivine Sagnier) to seduce the pope and create a sex scandal. (Those of us with a passing interest in old Vatican conspiracy theories, who still remember the mysteriously brief reign of Pope John Paul I in 1978, might wonder why the cardinals don’t aim for a more permanent solution.)

“The Young Pope” becomes truly terrifying halfway through, once the cardinals fall in line. Covered head to toe in the most ornate, traditional finery, Pius informs them that the church is finished with feel-good gestures of evangelism and ecumenism. Much will be required of Catholics who wish to remain in the church. “I want love stories. I want fanatics for God, because fanaticism is love,” he bellows. “The liturgy will no longer be social engagement; it will become hard work. And sin will no longer be forgiven at will.”

But wait, there’s more: “Courtesy and good manners are not the business of men of God,” he tells the cardinals. “There is nothing outside your obedience to Pius XIII — nothing except hell. A hell you may know nothing about, but I do, because I built it.”

Sorrentino ingeniously lures a viewer in; like the cardinals, you may try to resist and still fall under this pope’s spell. It’s a scary place to be.

The Young Pope (one hour) premieres Sunday at 9 p.m. on HBO. Continues Monday at 9 p.m. and on successive Sunday and Monday nights through Feb. 13.