What a curious episode this was. I had to make an account just to make my two cents on this.
-Before this the White lodge & Black lodge have opened their portals to earth in specific occasions, remember the map in S2 and the required conjunction of planets required. Connections between these realms are way older than the atomic bomb explosion.
-I think the creature from the egg was a fairy and that has a task to keep the girl safe, presumably Sarah
-Bob entered the world as a new means found from the atomic explosion and so as balance must be held, so was a being of light to be sent to the world as well that would be Laura
-Laura did radiate light and goodness to others in life while keeping the darkness to herself in later life
-In the end Laura fell in her life, she sunk herself with her decisions and temptations so that Bob was able to catch up to her
-Bob was dormant in Leland as long as Laura was pure, but came to existence after the fall of Laura and free reign after her death, the goodness / light radiated in Laura kept Bob away
-Perhaps Sarah is more important than is being thought
Twin peaks seems to be a story of light and darkness built up beautifully. It is a story of the real world and the spirits above and below, the ever ongoing battle. We never get rid of our demons but can learn to live above them.
Hell for company and excitement and heaven for scenery and bliss. You guide your own ship, but be careful to not astray too far or you might get lost forever. From John Miltons Paradise lost “The mind is its own place, and in itself can make a heaven of hell, a hell of heaven..”. How true is that however. There are no absolutes.