Speaking of Leo Johnson...
When the revival of the show was first announced, my girlfriend and I had fun brainstorming different plot points. We imagined what kind of plots could grip the whole town, and one of the things we came up with was some Sasquatch hysteria. In the last 25 years, the legend of the Twin Peaks Sasquatch has grown and become part of local lore. Tourists come to Twin Peaks to try to find its Bigfoot. Nobody ever finds it, and most people don't think it's real, but certain locals insist they've seen it. Real or not, sometimes food is stolen off of delivery trucks and things go missing from people's yards.
Whether the Sasquatch was real or not would be a background plot, usually played for laughs but sometimes a little sinister. The idea that something unknown is out there in the woods is not new to Twin Peaks, but it doesn't make it any less scary to the unsuspecting.
When we last see Leo Johnson, he is imprisoned by Windom Earle and holding a spider cage above his head with a string in his teeth. Windom Earle then disappears into the Black Lodge, leaving Leo alone in the woods. Nobody knows where he is, or what he's doing, and his mental capacity is limited.
We imagined that Leo would escape the spider trap and simply wander into the woods of the Pacific Northwest. After his experience with Windom, he is very untrusting and doesn't let anyone see him. He survives on his own and becomes the figure the town mistakes for Bigfoot.
Unless we ever see otherwise, it's my personal headcanon that this is what happened to Leo Johnson.
_/¯