The Glass Box:
I think this is owned and operated by Audrey Horne, currently a wheelchair-bound anonymous millionaire/billionaire.
What is Missing:
Cooper's soul. Hawk will find him in the casino, which has something to do with Hawk's heritage.
The Murder:
I think the headless corpse is Garland Briggs, and the clue is not subtle. His disembodied head literally floats past Cooper and says Blue Rose, the term used for supernatural cases, like the murder. I think Mr. C is the killer, as evidenced by his shooting the suspect's wife through the eye, this matches the wound on the corpseless head.
Bob and Cooper:
Traditional Bob has been missing for practical reasons, Frank Silva died so he couldn't return. Many theorized we'd see him return with a new face. But it's confusing; he possesses people and also people have doppelgangers. So who is Mr. C? I think Bob combined himself with Cooper's doppleganger and after 25 years he is too attached to the physical body, separating will kill Bob. He is both Bob AND the doppleganger.
I have theories about the nature of dopplegangers in relation to the Black Lodge and Bob. I think the dopplegangers are placeholders and everyone has one in the Black Lodge. People can't usually get there but if they do they need a body through which they can perceive their experience. So they swap with what's already there. Their placeholder, their shadow self. I think Bob might be the doppleganger of the angel we see at the end of FWWM, because if its association with Laura Palmer. That's all tangential and the inclusion of Dougie kind of ruins the idea. Unless...
Dougie:
A decoy made by Bob in case Cooper figured out how to escape? Or a hard drive containing Cooper's soul in a convenient gold marble package?
Q2, I like the alternate timeline idea, as the Secret History of Twin Peaks book written by Mark Frost apparently had a lot of discrepancies with the show and with real life history, and Mark Frost said "all will be revealed in time" and basically that the inconsistencies were intentional. Maybe this timeline never had Cooper and had Dougie instead?
Jeffries:
I know David Lynch approached David Bowie in January 2015 and was one of the first to find out about the illness that took his life. David Bowie is not listed in the cast. But wouldn't it be amazing if they managed to sneak in a few short scenes for Bowie's final surprise performance? They keep mentioning his character, I feel like it is going somewhere. And that would be the ultimate payoff.
Michael Cera's cameo:
WTF, Lynch? That was a four minute scene of one character talking, and it was more confusing than literally anything else so far. However, I have seen the theory that Lucy's son talking like a buffoon indicates that the real father was Dick Tremaine, and I'm inclined to agree. I've also seen the theory that Lucy, and to a lesser extent, Andy, is stuck in time because their baby actually died as an infant and the character we see was hired by the sheriff to give them closure. I think it's a fun theory but unlikely.
Non-existent:
Where was Cooper when he left the Red Room? I think that outer space place is the full on Black Lodge proper. The Red Room connects the Black Lodge and the White Lodge, as evidenced by the floor pattern. The Non Existent Room is a neat comparison point for the Red Room.
I think even though the actress there is the same one who played Ronette Pulaski, that she is actually "the magician [who] longs to see" from the FWWM poem. The glass box demon was "mother" and was definitely chasing/following real Cooper. What all of that means is anyone's guess.