A few thoughts for anyone who wants to help to clarify about any of this:
Why was Cooper still trying to save Laura if Bob had already been defeated? If Laura had been created by The Fireman specifically to defeat Bob, hadn't her purpose on Earth already been served?
She was being set up, I thought, as 'The One' to destroy Bob, but apparently Freddie could do that? So that leaves Laura as 'The One' to do what? Why save only Laura and not, for instance, Leland whose life had been taken over by Bob and who seems to have been trapped in the Lodge for 25 years like Cooper?
How about Maddy (who we know had a doppelganger) or Teresa Banks, do they exist anywhere still in any form or are they 'officially' dead? Ray Monroe? Wyndham Earle?
And how could Cooper re-enter the Lodge and leave through the curtain with Diane in episode 18, which he hadn't been able to for the previous 25 years? Because the doppelganger was returned there which gives him the freedom to go back in and leave again without having to appear in a box in New York and hurtle through space first?
If he can get out, and Laura can get out, why can't Leland, Ray, Wyndham Earle? Presumably it only be done by going back in time and preventing their deaths (bar Earle in this instance who entered the Lodge alive)?
It seems Lynch is moving away from the Bob story now and into the multiverse, which is probably what a season 4 would revolve around if there is one -- the question is: why? Why does saving Laura remain essential, even at the risk of disrupting the balance of the world, when Bob could be defeated without her?
If there is a season 4 I'd expect to see appearances from Cooper, Diane, Laura, Sarah, Audrey, maybe Leland, but I suspect we've seen the last of James, Bobby, Shelly, Ed, Norma, Nadine, Jacoby, and everyone else, unless Lynch/Frost or Frost alone try something ambitious where Cooper attempts to fuse the two worlds back together. But at this stage what does it matter?
Cooper has no family or any other seemingly urgent reason to get back to where he came from and Diane's lost in the alternate reality too, plus Laura has been dead for 28 years and is a creation of The Fireman, and Bob's gone, so where's the need to get her back to the *proper* Twin Peaks?
To reunite her with James (who wouldn't be perturbed at all by his dead girlfriend turning up after what would by then be 30+ years), and a mother who's inhabited by some kind of Black Lodge/Convenience store creature?
Did Lynch think the main storylines had run their course so he has taken the first steps to turn Twin Peaks into another Lost Highway/Mulholland Drive?