Detective Bob Giebelhouse in the television series coined the phrase. It refers to something which is disturbingly portentous, foreboding, a crime with undertones referring possibly to a coming apocalypse, or evidence of it. 1.Something "Frank Black" would investigate.
2.Something the "Millennium Group" would be interested in.
3.A crime which seems to have overtones of the occult, or the apocalypse.
"This case seems Millenniumistic."