Here is the way I understand Twin Peaks :

David Lynch uses Twin Peaks as a metaphore of our human condition, from the most sensible physical reality to the highest spiritual plan. He describes the processes that unwind in his own mind as a spiritual practitionner.

As a metaphore twin Peaks is a symbolic  world where the true nature of human beings is unveiled and where spiritual entities, good or evil, can manifeste. Twin Peaks is the backstage of our reality.

In our reality, David Lynch besides being a film maker, a painter and  a musician is also a spiritual seeker, an investigator, a meditating. In the inner symbolic  world of twin Peaks, David Lynch  puts on the symbolic and meaningfull  identity of a FBI top agent  running the Blue Rose project . While David Lynch explore in our reality the human spirit through meditation, arts and dreams,  in the same way, Gordon Cole carries out the mission of investigate the Divine Comedy played par spritual forces in the metaphoric plan of Twin Peaks.

One being in Twin Peaks has reached and experimented the most suprior spiritual levels. His Name is Major Garland Briggs, the symbolic nature of a great spiritual master probably known by David Lynch.

David Lynch, as a Transcendental  Meditation practitionner , probably meditates with a small group of spiritual investigator who are symbolized by the Blue Rose team in Twin Peaks . As  they master spiritual technics thanks to their practise, they are aware of other reality in wich their can travel by the mean of dream yoga and chamanic practise.

When Gordon Cole leaves his symbolic identity to become David Lynch again he meets real persons and not characters like Monica Bellucci who reminds him that he is dreaming. Although this is the reality he says to Albert et Agent Preston that it twas a dream as if he was lost betwin fantasie and reality.

It seems that a lot of characters in Twin Peaks suffer with amnesia or mantal confusion.

Most of the Twin Peaks inhabitants are hypnotized with ordinary life. They don’t show any concern  with higher grounds like most of us in our world.

Some like Major Briggs and the Blue Rose team are dream travellers and master with more or less  abilityspiritual technics.

Some others, though they don’t have the ability to dream and travel through dimensions are nevertheless sensitive to mysteries like the Bookhouse Boys.

Some, because of mental or psychological disturbances, may have confused or evil experiences of other dimensions. Sarah Palmer , Richard Horne and others are probably evil people in our world and spiritualy possessed in symbolic point of view. Audrey, is still in a coma status and has some unvolontary glimpses of the real world due to brainl injuries. While Cole has an aware experience of reality and talks about the real actress  Monica Bellucci, in the same way, Audrey, impaired by the blast, is in a confused state halfway  between the dream world of Twin Peaks and our real world where her true love, John Wheeler,  is called Billy (Zane).

Finally, there are some elected people, with pure heart, mastering no spiritual technics or knowledges, touched by the grace of superior spiritual entities like, Laura Palmer, Deputy Andy and the Green Glove boy.