OK, here’s what we know (SPOILERS)
1) The Black Lodge and the White Lodge are presumably Hell and Heaven, respectively, though the show has left room for the interpretation that they’re parallel universes/other worlds. The “Twin Peaks” (Blue Pine Mountain and White Tail Mountain) are a particular nexus, and each has a portal to one of the Lodges.
2) Fire/Electricity is a means of opening dimensional gates.
3) Whether because of the moral atrocity, the immense power, or both, the invention of the atomic bomb opened up apparently lots of random portals in different parts of the world, and the Black Lodge released its spirits on the world. Though MIKE suggests that BOB is Satan himself in early season 2, in season 3, episode 8, we see BOB being unleashed by some evil mother spirit in response to Los Alamos.
4) The White Lodge, seeing BOB released, releases a spirit into the world, which looks like Laura Palmer.
5) The claims of disappearances, abductions, alien encounters, etc., in the 1950s and later, as well as rises in violent crime, are attributed to these portals in random places and to these spirits walking the earth, sometimes by possessing human hosts and sometimes through physical clones/dopplegangers. Electricity/Fire/Heat/the Smell of burning are associated with the transportation of Lodge spirits.
6) Project Blue Book led to the government’s awareness of the Lodges. Some, like Maj. Briggs, thought the goal was to achieve enlightenment, but the real goal was to tap into their power.
7) Over time, the FBI joined in on Project Blue Book, and after the first case of a doppleganger–encountered by the young Agent Gordon Cole–who called herself a “Blue Rose” (something not found in nature) cases that touched on the Lodges or their inhabitants were called “Blue Rose” cases.
8) Of the FBI agents involved in Blue Book/Blue Rose, every one that encountered the Black Lodge turned evil and/or disappeared–Windom Earle turned evil. Chet Desmond disappeared and was never heard from again. Philip Jeffries disappeared, reappeared briefly, then apparently became or was replaced by some kind of important figure in the Black Lodge. Dale Cooper went in the Lodge, was replaced by BOB in a Doppleganger, then after apparently raping Audrey Horne and the paying a visit to Maj. Briggs (who himself disappeared in a mysterious fire the next day), “disappeared,” but in his case just went off the grid and became a crime boss known as “Mr. C.” Only Gordon Cole and Albert Rosenfield remain.
9) For some reason, BOB was supposed to inhabit Cooper’s body for 25 years and then return to the Lodge. He decided he liked being “Mr. C.” however and created another doppleganger, named “Dougie Jones,” placing him in Las Vegas. Dougie appeared in Las Vegas in the late 90s as an amnesiac who’d recently been in an accident, and apparently would have periodic bouts of odd behavior. He got a job as an insurance salesman, and met and married Janey-E, who is also the estranged sister of Cooper’s former assistant, Diane. Dougie was the Jekyll to Mr. C’s Hyde, per the _Once Upon a Time_ approach to the characters, essentially representing not so much Cooper’s goodness as his weaknesses. So Dougie was a “nice guy” but a gambler and adulterer who indulges in coffee and sweets. When Cooper is released, instead of his own body, he gets Dougie’s body. Somehow this puts him a state of amnesia, and everyone who knows Dougie takes it as another of Dougie’s spells.
10) Mr. C’s plan is to have Dougie killed, but his agents keep failing/getting the wrong man.
11) The original plan for Season 3, had it aired 1991-92, was to have Sheryl Lee return as a third character, this time a redhead.
12) In Fire Walk With Me we learn that BOB had intended to possess Laura, not kill her, because his time in Leland was running out. Ronette Pulaski was supposed to be killed but prayed to God for mercy, got rescued by a pair of angels, and then fled into the woods, so BOB killed Laura.
13) Maddy speaks of how she always felt that she and Laura had some kind of bond.
Conclusion: just as there are three “Coopers,” the “real” Dale Cooper, Dougie and Mr. C., there are three “Laura’s”: Laura, Maddy and the Redhead. Just as Mr. C. doesn’t want to go back to the Lodge, and like the woman in Gordon’s early case, the “Laura” who died on February 24, 1989, was a “Blue Rose.” Somehow, in returning the “Real” Dale Cooper, the “real” Laura Palmer will also be returned, with possibly the “real” Leland as well.