I’m probably overlooking something, and admittedly still confused but here is the best I can make of the final episode.

We were always focused on Leland/Bob and didn’t see that Sarah/Judy also inhabited the house that Laura grew up in. It seems she was stronger than Bob. I think Judy gave birth to Bob. The best I can tell, that is why Sarah (Judy?) was attacking Laura’s picture at the end of episode 17 - rage because Cooper saved her and altered the past. The cricket sound, the scream and the sounds of waves when Coop was leading Laura through the woods was her being awakened in the past. It was her scream, the same scream we heard at the end of episode 18.

This is what I think happened. I do hope we get another season, or a movie.

What I can’t figure out. Where did Coop go when he and Diane crossed over to the night world? It feels like it was the future. And why was Coop less positive, talkative than the normal Coop? Like he was when he was in Nevada and in Twin Peaks? Finally, what was the other Diane doing in the night world?