Thanks for posting that up-close screenshot. Had no idea what it was before!
The Fireman's home or whatever that place is that he occupies, is like a large theater, with that weird horn instrument that he uses to insert objects and people into the real world. Something is happening inside that theater that is affecting the universe, and the Fireman certainly has a lot of power and control over the events that are happening in the universe.
Interesting, bad Cooper was trapped in a cage in Fireman's house, but Fireman didn't sent him into the lodge, where everyone try to sens, but back in Twin peaks !
Why ? Couldn't he destroy Bob from Cooper body ?
I am guessing that one of the dyad -- Mr. C or Good Dale -- has to kill the other in order for the split to end.