I don't know if this as been discussed but I was thinking about the theory that was mentioned about the Cage and Judy being locked in this other dimension by the Fireman.  The Fireman gives Cooper these instructions about remembering 430, Richard and Linda,  2 birds with one stone so it would make sense that the Fireman is connected with these events in some way or knows about them. Cooper says he understands.   Cooper and Diane obviously realise everything might change when they go through to the dimension with Judy in but it seems that Diane is the only one out of the 2 of them who realises things have changed and Cooper doesn't.  The Cooper that as crossed over is definitely different and the dimension that they have crossed over to is definitely controlled by Judy.  I believe that the Fireman is directing Cooper in these scenes and placing him where he needs to be at certain times to find Laura and defeat Judy.  Cooper is not in control of what is happening and so feels puzzled about what is occurring but goes along with it as he is being directed by the Fireman rather than directing himself.  Thus at the end Judy is defeated in her own realm by the Fireman through using Cooper to accomplish this end without him fully being aware what is happening.