The Oozing Drooly Guy in the Cell
It's obviously unprovable, but lately I've been thinking of Drooly Guy as Billy. He and a lot of the one-off characters at the Road House seem like strange intrusions of unreality upon reality. Or half-formed entities, not unlike tulpas. Some of them may have been cooked up in Audrey's mind while trapped in some Lodge dimension, and her will is so strong that the idea of these "people" (who are like phantoms) is pushing them into our reality. They're like bridge beings between 2 worlds. Almost human, but not quite. Bits of a dream, in this case Audrey's, manifesting in the Twin Peaks reality.