Visible crew/equipment: When James and Maddie meet by the lake, a clear blue trail of cigarette smoke flows in from the right, it's most probably someone's smoke from the crew.
Visible crew/equipment: A boom microphone is visible at the top of the screen during Leo Johnson's trial. (00:15:00)
Continuity mistake: When the three drinks are placed on the bar in front of Cooper, the sheriff, and the judge, the amount of foam on top of each drink changes drastically between angles.
Answer: The answer to pretty much any question beginning with "Has David Lynch ever explained _______?" is: no.