But what the fuck happened to Josie Packard? Like, I know where she ends up, but what exactly does that mean for her?
There's actually an interesting thing here you are probably aware of but I can't be sure. Look up a show called "Nightmare Cafe". Joan Chen appears in an episode of that show as Josie Packard, and it provides a sort of answer as to what happens to her after Twin Peaks.
I think for a brief moment, Sigur Ros defied the existence of existence and created our own parallel dimension where all dimensions became meaningless and we were joined together in a massive spiritual oneness of Icelandic mojo.