I posted this as a comment but I figured I would give it its own post.
I think Jacoby is to some degree aware of the nature of their reality. His 3D glasses, thinking about how the earth/mrC/MajorBriggs are shown in 2D from the higher dimensional perspective of the white lodge. “Hindukush” a historic Jacobi studied hinduism “my little coconut”. The show is all about egodeath

It’s the wrong question
I’m reminded of the pilot tagline “she’s dead, wrapped in plastic” and the response “where?”
They stop at a straight up Valero on the way and then encounter the irl owners of the Palmer house.
They are in Our Universe.
The Twin Peaks Universe exists within Our Universe and Our Universe exists within the Twin Peaks Universe
The twin peaks are of the narrative of Twin Peaks and Our Universe.
>!Laura Palmer was a tulpa; she was manufactured for a purpose and at the end of The Return that purpose was fulfilled. And now the story continues…!<
>!Edit: from our perspective they moved from a fictional universe to a real one but from their perspective just the opposite!<
She takes the pill and chases it with whisky; (substance abuse)a backwards way to call for help
Then she says “119” - 911 backwards - a backwards way to “call for help”
This is a reversal of what Dougie says and lends strength to the idea that she scratched Mr.Cs card.
The cards color reversal is just another example of the reversal/mirroring occurring.
Edit: also they live across the street like opposite sides of a mirror