The more I think about it, the more I realize that understanding - or at least being okay with - the finale depends on realizing we probably didn't watch the events in their most understandable sequence. (My overall interpretation is kicking around on its own thread somewhere.) And as much of a pop culture cliche as Back To The Future is these days, I think it gives us a great primer for putting this in context.
Imagine we were forced to watch the events of Back To The Future in their chronological sequence - that is, starting in 1955. And to be fair, we wouldn't get any of the time travel explanations Marty gives Doc - because Lynch sure as hell didn't give us any. We'd be watching some kid nobody knows in a weird life jacket who's trying to play matchmaker for some reason. And if you know the movie(s), you can take it from there. It wouldn't make any freaking sense. It would be downright Lynchian.
I don't know if there's a way to take apart The Return and put it back together so that it makes perfect sense. Almost certainly not. But I do think we'll all be less tortured if we realize we're confused and disturbed because the pieces are all mixed up (not necessarily because our hero has been hurled into some eternal hellscape), and it's the most natural thing in the world to not completely understand it.
Cool suggestions as to how to think about it. Plus there were a couple pretty explicit Back to the Future allusions in the finale, I thought.
I would just add that the narrative is also largely composed of fragments. We don't get all of the information we might want - the mystery remains a mystery - but we partial stories everywhere. Fleshing those out is left to us.
We have been audaciously presented with a series composed almost entirely of problematic ideas that one could think about endlessly without coming to a resolution. But I think there is enough there to sustain (multiple) interpretations.
A path is formed by laying one stone at a time, and "is it future or is it past?" is as good a place to start as any.
I forgot to mention that at some point we'd have to skip straight to some random Libyans in a van spraying bullets everywhere. Now THAT would be disorienting. Feeling better all the time about not totally understanding The Return. 😉