I believe so in the TV show.  It's a significant topic in the Mark Frost book "Secret History of TP."

I was surprised to know that Dale was a part of that. I haven't read TSHOPT.

But how could Gordon have known that the Theresa Banks case was Blue Rose connected?

Because he showed Chet Desmond Lil with the blue rose. 

Nobody thought to even wonder why the FBI was involved in a simple murder case from the get go. Further down the line they introduce Lil to provide coded information about the case. My guess is Lil or Gordon (or both) are receivers of paranormal turbulence and know instantly whether a case is Blue Rose or standard. It's what I've suspected ever since FWWM, but this episode finally confirms that they work these paranormal cases specifically. 

Posted by: Eric from Sweden

I was surprised to know that Dale was a part of that. I haven't read TSHOPT.

But how could Gordon have known that the Theresa Banks case was Blue Rose connected?

because of the ring