I only saw the first two seasons of Twin Peaks and read The Secret Diary of Laura Palmer. Not the later series or movies,
Many things in the series fit some kind of dream logic, and/or were put in for ambient, artistic, or intuitive effect. Things seemed to match or correlate or connect that may or may not have, but sometimes led to revealing a clue later on, or some information gained later on traced back to the false lead. Facts and hard evidence were there, but so much of it seemed to move beyond the empirical. facts.
In the original series, Leo Johnson and Jacques Renault are suspected, but there was a third man who had sex with Laura Palmer that night she was killed—and from a dream, agent Cooper learns from information given by a one-armed man named Mike about himself and someone named Bob. Names which coincide with boys Laura knew in high school.
Coincidentally, they do find a one-armed man named Mike, who knows someone named Bob, a veterinarian, The one-armed man and the veterinarian turn out to NOT be the BOB and Mike from Cooper’s dream, but the veterinarian’s files trace a bird named Waldo back to Jacques Renault.
As with Stephen King, there IS an underlying connection to everything, but it is buried so deep in intuition and dream logic, that its best to enjoy from the perspective of a surreal dream—beautiful but with a sense of dread and foreboding just beyond what can be known.
I know I probably didn’t explain anything you didn’t already know. But clues in Twin Peaks are rarely understood by their literal reason for being in the plot.