I know at this point there are basically infinite ways this plot might go, but given that the first four episodes contain so many FWWM references, I think that trend's only going to continue. Note: This theory mostly deals with NYC box + demon, and doesn't answer for the Ruth Davenport business, so it can only be so accurate.

WHO MIGHT OWN THE BOX: Chester Desmond/his doppelgänger/Chester inhabited by the old evil MIKE/Chester inhabited by BOB.

LIKELIHOOD: As we know, the Chester Desmond disappearance never got solved, and that he's never been seen in the black lodge or red room, but seemingly disappeared after finding The Ring, so he's poised to come back in *some* role. In fact, his vanishing seems to be more like Jeffries' vanishing in Cole's office, and we already know Jeffries has made some kind of appearance, so why not Chester?

We also know he's incredibly smart and a talented agent, so there's a chance he (1) went the Earle route and turned evil/learned of the power of the lodges, (2) some spirit (likely MIKE given the connection MIKE has to the ring) has been using  Chester's abilities and intelligence connections to get what he wants.

WHAT *DOES* HE WANT?

My theory is that he's coming up with some way to potentially "unleash" the Black Lodge on the world, or some way to allow the Black Lodge baddies to access the White Lodge, etc. etc. Something evil for evil's sake.

HOW'S HE DOING IT?

This is longer, so here we go...

-Formed relationship with Jeffries and Doppel-Dale (maybe even Earl before he died?) and created a little club of "affected" agents. 

- Because Jeffries is the first we know of to truly appear and then disappear in the real world, it's reasonable to believe that wherever he was in Columbia, there existed a black lodge/white lodge situation like in the Twin Peaks forest. Since no one *except maybe Chester* (and okay maybe Josie?) has straight-up vanished like that in Twin Peaks, there's a chance there's some special portal/technology/magic/science that took advantage of the other-dimensional travel

-IN THE NEW EPISODES, we know Dopple-Dale and Jeffries have been working together, and that Albert told Jeffries about their man in Columbia, and he wound up dead. Maybe the FBI man in Columbia was investigating/protecting the portal technology there, and then Jeffries and maybe Dale took him out and stole the technology 

-The disappearance of Agent Briggs + Cooper may also support this theory. If anyone in the Twin Peaks universe were to have some know-how about technology + black lodge, it would be Briggs. Thus, Briggs + Columbia may

-This stolen technology is what is in NYC. In the hotel room, Dopple-Dale calls Jeffries and asks about NYC. HOWEVER: Since Cole nor Albert recognize it, it's unlikely that this was exactly what was in Columbia. It may also call into question this theory, but the addition of Briggs makes the whole thing consistent.

ADMITTED HOLES:

-How'd they get the money? Maybe how Coop was able to score big at casinos?

-You'd think Jeffries would have known that Dopple-Dale met with Briggs, so it's weird that Dopple-Dale begins questioning who he's on the phone with when "Jeffries" says "you met with Briggs." Also weird that "Jeffries" tells DD is going back to BOB. I don't think this rebuts the theory either, since it seems like some other nefarious presence is at play ("my mother is coming," "it is in our house now," etc etc). 

OTHER POSSIBLE CONNECTIONS:

-Chester/Jeffries is the millionaire in Vegas.

-He's the one who's hired people to shoot Dougie.

NOTE:

-Audrey COULD be the millionaire who owns the NYC building. But she's definitely not the rich mystery person in Vegas, who is clearly a "him."

APOLOGIES: Sorry this was so damn long, but I'd love to know what you all think if you're able to get through all this!