I think we should be careful about getting too imaginative when we are talking about things like the original series never having happened, etc. David Lynch tells relatively simple stories in a sometimes complicated way. I remember him being on The Tonight Show to promote Lost Highway. He said it was about "a man in trouble." That's what it's about. Yes, a large portion of the movie is a fantasy in that man's mind, and Mulholland Drive is similar, but in both cases, once you get your head around it, it is not very complicated. If we ultimately find that the whole thing has been Cooper dreaming about Audrey dreaming about a Woodsman dreaming about the guy watching the box in New York, or anything like that, I'll find some garmonbozia and eat it!