Continuity mistake: When Pete Martell finds Laura Palmer's body, there is a piece of wood on the ground near Laura's head as he approaches her. It disappears between shots. (00:04:20)
Continuity mistake: When Lucy is badly explaining to Sheriff Harry Truman which phone she transferred the call to, in the window reflection, you can see the Sheriff moving around the office to find the phone. But in the close-up cutaways of Harry, he is standing in one place. (00:05:07)
Continuity mistake: During the barroom brawl, Bobby and Mike start fighting and Donna escapes out the back exit with one of the bikers. They leave on his motorcycle to meet James. Dale and Sheriff Harry are trailing them. Then a cut back to the barroom and Bobby and Mike are still fighting the bikers. However, if you look in the top right of the shot, you can see Donna and the biker still behind the bar, trying to leave. (01:19:13 - 01:19:50)
Continuity mistake: The credit has "Lucy Morgan." Later, her name becomes "Moran"; see the nameplate on the desk.
Answer: The answer to pretty much any question beginning with "Has David Lynch ever explained _______?" is: no.