Gordon worried about Albert?
After rewatching ep. 12 this morning and trying to catch some subtleties I may have overlooked, I realized that Gordon and Albert's conversation after the French woman leaves is pretty interesting. Does anyone have any insight as to why Gordon sometimes "really worries about Albert?" other than the fact that the other agents in the Blue Rose have disappeared. I also get the feeling that French woman served the same function as Lil did to convey some kind of coded message.
I think it was a joke (not intentionally on Cole's part, but for the audience).
Albert is professional, on top of his game, focused on the case at-hand. He is bringing Cole what he believes to be important information, and Cole is busy with a French escort. Cole also doesn't seem too concerned with Diane's continued strange texts, and even admits that he basically wants to get back to fooling around with the escort.
Albert staring at Cole is basically an, "Are you for real?" moment, and so Cole's response is a joke (for us), in that it is really Albert who is worrying about Cole (and perhaps rightfully so).
I dunno, not everything in Twin Peaks has a deeper meaning.