So some more thoughts a few hours later.
The song that plays when Cooper and Diane are having sex is the same song that plays in Part 8 when the Woodsman takes over the radio station and says the verse, "This is the water, and this is the well. Drink full, and descend. The horse is the white of the eyes, and dark within." I don't know exactly right now what that comparison means, but when it happens Diane begins to cover Cooper's face. Of note, Cooper's face is super imposed in Part 17 over the whole scene which can be considered the 'happy ending'.
I am pretty sure the implication is Cooper is the dreamer. He even says before he disappears from the Sheriff's station, "We live inside a dream. I hope I see all of you again. Everyone of you." And that's the last thing Cooper says to everyone before going back in time and the things that happen, and Cooper's face is super imposed on the image.
Cooper as we see him in Part 18 seems to literally mad, like actually crazy. He comes out of a place which isn't the place it should be, he shoots someone in the foot and deep fries their guns while threatening a lady (with courteousness) for an address. He finds a woman and is convinced she's Laura Palmer, and drives her all the way from Texas to Washington to show her Sarah Palmer's house, which isn't Sarah Palmer's house. From a very different angle all of this seems quite mad, and can come off as Cooper completely unhinged. It's not clear if he's even an FBI agent or just believes he's an FBI Agent. Essentially where he's coming from is an ideal for him, his good and evil is separate, he is an upstanding agent loved by all, even at his lowest there's always forces to guide him, his quirkiness is charming, and he's in a situation where he can help people, maybe the only person who can in some cases. But this ends when he goes to save Laura, there's an evil there he can't change no matter how hard he tries. Even when reality twists to wherever he ends up with Diane, everything is different and nothing is the world that Cooper/Richard knows from before. But there's one single element that's lingering, and it's the evil. Somewhere deep in the house is the reminder of the atrocity of Laura's murder, which is what I believe the ending means. Even with everything changed, the one thing Cooper wanted to change to help everything is the one untangiable that cannot be shifted, it's left a permanent scar.
The series often has thematics of good vs evil, and the struggle between them, or maybe less the struggle but more the duality between the two of them. Beneath goodness there is horror, goodness can settle within the nests of horror but it can be twisted, and there is a shadow beneath a facade. The finale perverts Cooper's own goodness and casts questions on him all together. No longer is his good and evil separate, they seem interchanged. The pure evil we saw from Mr. C is not some separate entity, it is a part of him, and it perverts hid own inherent goodness. Cooper's own pursuit of goodness can be a perversion that causes suffering. This happened somewhat in the Season 2 finale going into Season 3, but it's true here too. In the act of wanting to do good, he learns he can't change everything no matter his intentions. As Major Briggs says in the original series, "My greatest fear is that love may never be enough."
I think what happens in the end effects the beginning. When Laura is swept up from the Black Lodge in Part 2 it's when she disappears in Part 17. I think we see the ripples of the end result happening through the whole season. Leland's only role this season is asking Cooper to save Laura, but the truth is that's an impossible task. We are lead to believe at first we are getting the happiest possible ending, that BOB is defeated by a literal superhero pre-determined to save the world with a destiny, that Cooper comes in with happy confidence to save the day, everyone collects around the Twin Peaks Sheriff's Department for a happy ending. Through all of this, Cooper's face is super imposed again. Laura can be saved, Cooper can go back in time and save her. But this is all an illusion, it's all a dream, a dream they're all living inside of and Cooper wakes up from.
He holds Laura Palmer's hand to save her in Part 17, but she disappears. He then leads Carrie by her hand to the Palmer House only to find it's not the Palmer House at all. Whenever he tries to lead Laura to safety, he fails. And every time he fails, we hear Laura's blood-curtling scream. We heard it at the start when she's sucked away, we heard it when she disappeared in Part 17, and it's the last thing we hear in Part 18. Cooper keeps trying and fails, but Laura seems destined to not have a happy ending, she is a tragedy (of note Carrie has an upside down shoehorse necklace).
There's more I'm thinking, but a few thoughts from a few hours later.
