This really was my tv event of at least the last decade and I'm so in love with everything Lynch has done with the cinematography and sound design for every episode. Everything felt so carefully curated and gelled perfectly with that insane "fever dream" vibe that his stuff usually gives off.
Story-wise, I'm settling into a re-watch of this entire season starting this coming weekend in an effort to catch some of the stuff I may have missed the first time around. Was the prevailing theory that the glass box creature was also Judy? Or some kind of spirit related to Judy?
Just got around to finishing this. I think the key to the series is actually in the Audrey storyline from the 3rd season. The vicious fight in the bar shatters her illusion of reality. She awakens in an alternate reality (I would argue the entire point of the show is there isn't a true reality, so I won't call it that). Your true reality is only what your conscious mind makes of it.
Now, onto Laura.
The image of the house, and the spilling over of her alternate reality into her current one, causes Laura's reality to shatter as well. This tells us the story has been told from Cooper/Richard's point of view, but it is actually Laura's alternate reality. As if it were Cooper's reality the sound of Laura hearing her mother wouldn't cause it to shatter/go black.
Knowing this is Laura's reality/dream/consciousness should shape the way you view the show's final episode.
The answers beyond that (of whether there is a true reality, dreams, whether there is truly a "you" or if that is merely an illusion brought on by the limitations of our minds, whether life or death exist in a reality where there is no you, only energy "electricity was used by the show" which cannot be destroyed) are purposely left open by Lynch.
I love the way this show uses dreams, visions, etc. Reminds me of some of my favorite stuff from the Sopranos, especially Tony's alternate life as Kevin Finnerty while in a coma. That's my favorite arc from that series and the end of "Mayham" with the Moby song is one of my favorite scenes of any tv show ever.
Some of the dream/vision type stuff with Cooper (and Major Briggs) from Twin Peaks is right up there with that imo.