Interesting you liked the ending of Season 2. About 1/3 of the way through, Lynch distanced himself from the series and stopped directing it. He stated that he caved to network pressure to resolve the murder early and combined with actor off and on-set drama, it derailed his plans for the second season. Mark Frost took over as the de facto show runner, but without that partnership, he just basically babysat it until the show was killed off.
I still enjoyed the season, but arguably, it's the most un-Lynchian.