I’ll just spoiler block it.
The black-and-white events of FWWM repeated where Laura meets Cooper in the forest aren’t real, indicated by the fact that when Cooper loses her it returns to colour. This is, most likely, a dream of Cooper’s, or a vision, where he struggles to reconcile that he can’t save Laura from her fate at the hands of Leland.
“Richard” is a doppelganger like Dougie was, produced by the Lodge to give Cooper a route back into the real world in the general vicinity where he’s needed. Linda isn’t Diane like everyone’s assuming - Diane is with a different doppelganger of Cooper in a different motel - rather someone like Janey-E. Carrie Page is also a doppelganger of Laura.
When Cooper gets to the Palmer house he finds that the owner is completely different and that Sarah is nowhere to be found - this is because he’s been spat back out after many, many years in the Lodge (before he spent 25 years inside the Lodge, so who knows how long it was this time). Carrie, seeing the house, has her traumatic memories as Laura return (think how Diane’s trauma comes back to her even as a doppelganger), she screams, the show ends.
Mrs. Chalfont, the painting lady from FWWM, either sold the house after Sarah’s death or is Sarah, who is clearly possessed by something akin to Bob at this point - this part is obviously open to interpretation but largely doesn’t matter. I like to think Sarah is posessed by Judy like Leland was Bob.
Also Audrey is most likely trapped somewhere within the Lodge. Since Bad Cooper assumedly fathered Richard Horne as well as trapping Diane in the Lodge after assaulting her it can probably be inferred that he did the same to Audrey.