Episode Five - S1-E5
Continuity mistake: When Leland Palmer suffers another mental breakdown during the party, Benjamin Horne tells Catherine Martell to dance with him, emphasising this by pointing his finger. The shot then cuts to Leland Palmer, and in the background, you can see Horne telling Martell again to dance with him. (00:39:57)
Answer: The answer to pretty much any question beginning with "Has David Lynch ever explained _______?" is: no.