In the way you put those images, I see a kind of reverse-asymmetrical reflection of what happened. We see the Twin Peaks: Blue Pine mt., White tail mt., and their attuned lodges. There are two mountains he couldn't have climbed, there are two women he couldn't have saved (he did save Annie, she's fine, but not Caroline and most certainly not Laura). He passed through both lodges, but with his annihilated soul he could never have completed his way to perfection.
Maybe she's whispering him he'll try, time and time again and he shudders at the thought of it.
[edited into what I meant to say]