I am just as baffled and confused about the ending as the rest of you, but there is something that I noticed when Cooper went back in time where we see Laura and James just before she enters the woods: The street light. I am fairly certain that it is not the same that we see in Fire Walk With Me. On this one it says 'Stop' and 'Go' on top of the red and green lights which I believe is not the case in the movie. I interpret this as Lynch showing us that it is not the Twin Peaks we know. (if I am mistaken about the street lights, the rest of this post is probably wrong as well).

The rest that we see takes place in this different world in which Richard and Linda exist. If this is the case, we must reconsider Phillip Jeffries as a benevolent character because he might deliberately have sent Cooper to a wrong dimension. This might also explain why Diane/Linda thinks Richard (our Cooper) has changed because he isn't Richard but Cooper. Cooper knows he is himself. 

Regarding the former Chalfont house, I believe that since mrs. Chalfont/Tremond and her grandson are a lodge spirits, they could have entered the lodge from that side of reality. I found it interesting that Mike recited the poem at that point. 'One chants out between two worlds', what if these two worlds are not the physical and the spiritual worlds, but two different dimension which one can reach from the Waiting Room? 

If all of the above makes any sense I am very delighted because then Lynch and Frost did not alter story of the two original series, and then the Laura Palmer whom was saved by Cooper during the ending was not the one whom we saw wrapped in plastic.