I'm with those who believe the girl in New Mexico who swallowed the creature was Sarah Palmer. I did not read the Secret History of Twin Peaks, so I could be wrong, but I don't recall it being stated that Sarah grew up in Twin Peaks. We know Leland and The Log Lady did. Im not sure what the creature was, evil or good. Some are saying maybe the soul of Laura. I'm thinking it turned her into some sort of vessel for the Black Lodge, which is why Leland/BOB was attracted to her. I was just watching the season 2 finale again, after this new episode. This idea struck me because Windom Earle used her to speak through from the Black Lodge. Either that or this girl is just some random person, and Lynch is messing with us 😉