At the end of the Return, Cooper obviously wakes up in a motel and then goes to reunite Laura with her Mother, Sarah. It takes a while on screen time for them to get to Twin Peaks, but I feel as if they could be in the world of the Black Lodge. The amount of time focused on a Motel with just Cooper and a gas station that they stop at along the way in this last part possibly points to a clue to the whereabouts. As well, we have seen a gas station and a motel be Black Lodge locations in part 16. After realizing that Sarah Palmer doesn't live there and that the family who lives there bought it from Mrs. Chalfont, a Black Lodge entity from the original series as well as FWWM. The name being mentioned is no coincidence IMO. When they get back near the car, the new cliffhanger line that replaces "How's Annie?" with "What year is this?". Maybe, if this is indeed a larger world like version of the black Lodge, that there is no year because the black Lodge is timeless?