A different view.
I thought I would just say: I watched all of The Return with my partner who is not a David Lynch fan and is not a Twin Peaks fan. They know about Lynch and Twin Peaks but have never paid much attention to either. They totally, totally got the final 20 minutes of the show! My partner hasn't had much to say about the show all season but when the ending came they were like: "Oh my god, it's all about metal illness! Having lived with a brother and an aunt with schizophrenia, what's going on is completely familiar!" - meaning what was happening with Richard Coop / Carrie Paige.
They mentioned a few things: Becoming obsessed with someone who you are convinced is not who they are - the paranoia and the fixation on the meaning of numbers - conspiracy theory beliefs such as we're all being controlled by electricity. Delusions of grandeur: becoming convinced that you can 'save the day' by going back to a specific location (maybe a house you used to live in).
They thought the ending could work as though we're being shown a person called Richard who is not an FBI agent, just someone who is lonely and breaking down.