Also, there's a reason we saw the "is this future, or is this past?" scene again, and why the stuff for the finale were in the first episode. I think Cooper had to intervene in a specific way. The intro was the same, except The Arm said the thing that Charlie said in an earlier part about the girl who lived down by the lake. Charlie said to Audrey earlier if he'll have to end her story after saying that.
When Mr. C entered Twin Peaks, he went to an area that looked like the Black Lodge entrance, but wasn't. He then was teleported and then ended up in front of the Sheriff's Station. Every other time we've seen that it's been to another world, so does that mean the place Mr. C was the whole season was not the world Twin Peaks exists in? The whole season had to do a lot with reality breaking, and some decisions like the diners moving, things looping, and other oddities have a big feel that something is breaking, or not real. Character we never meet directly seem to have a profound ripple, Audrey seems to be in a space that's not real, there's disease happening and as the Log Lady said, electricity is dying. "What will happen when it goes out?"
Jeez, maybe I'm completely off and I need more time to process and probably a whole series rewatch at some point down the line, but I feel there's a lot planted through the whole season. Also remember Cooper to get to this scene went to Jeffries who changed the Twin Peaks/Owl Ring logo into an infinity symbol with a black thing going in circles around it right before this all happened and Cooper went back to the past.
There's a lot to process. And I think by letting Dougie exist, there can't be two Cooper's in the same reality, so Cooper became Richard in another reality. I think going to the spot 430 miles from the Lodge entrance was a place where Cooper and Diane slipped into another reality and became someone else.