Regarding "answers" and the finale:
Having just watched all of Lynch's filmography over the past couple months, one thing I've realized is he likes to leave a lot of lingering questions. This goes from stuff like Inland Empire which is one giant mindfuck, to The Straight Story--probably his most "traditional" film has a fairly up in the air ending. He doesn't like to talk about what his films are about and thinks explaining them would cheat the audience. For example one of the best scenes in Mulholland Drive is the diner scene, it sticks out to me so much because it has almost nothing to do with the rest of the plot but it also gives you enough hints to maybe unlock the mystery of everything that went on in the film. Mulling that over is a lot more satisfying than someone just explaining the whole thing at a podium, at least to me anyways.
So I think if you're really expecting every question to be answered, you are most certainly going to be disappointed. Some of this stuff is so strange that I'm pretty convinced a lot of straight up explanations would probably sound ridiculous. (Like, really--how on Earth would an explanation for David Bowie being a teapot not sound stupid no matter how well thought out it was? lol best left to your imagination I say)
For me personally, I've gotten so much enjoyment out of The Return, and just Twin Peaks in general that the finale could just be James playing at the Roadhouse for two hours and I wouldn't have regretted the experience of Twin Peaks as a whole. Despite how much I love the lore and weird surrealism; my favorite moments have been the character moments. Seeing Bobby become a stand up dude, Big Ed and Norma finally getting together, The Mitchum brothers befriending Dougie, the Log Lady saying goodbye--these are the best parts for me.
I'll miss the laughs, I'll miss the weirdness, I'll miss the mysteries, I'll miss the scares, I'll miss the characters, I'll miss the coffee and Cherry pie; I'll just miss Twin Peaks in general, cause I'm so thankful for this ride.