I think the “waiting room” is literally the room they’re sitting in before the burst of flames and activation of the strobes. After that, Coop is in a battle with Windom and BOB (though BOB could have been in control the whole time, merely using Windom).
The Red Room was just the Red Room when Lynch first filmed it, and it was a dream. The lodge mythos was developed later, probably mostly by Frost. The Black Lodge wasn’t going to look like the Red Room, but that’s how Lynch filmed it. The question should really be whether the White and Black lodges are in the same place, or two different places.
As for doppelgängers, perhaps we don’t see “good” ones because we never visit the White Lodge, or see the White aspect of a Dual Lodge. It may also be that most people are usually mostly good (not murdering people, making predatory loans, etc.) so the "good" part of people is usually somewhat close to the surface, not necessarily hidden away somewhere. So a "good" doppelgänger might not even need to exist unless an evil one is in control of the physical body. I think the good Dale in the lodge is probably just what's left when the evil shadow self departs, or he's simply regular Dale, but it's hard to say with any certainty. In any case, Hawk says we meet our shadow selves. He doesn't say anything about us meeting our light selves.
I don’t know if Laura went to the White Lodge. Something is revealed to her at the end of FWWM that brings her tears of joy, but that doesn’t necessarily mean she was freed from there.
The “25 years” comment was definitely a sly reference to Dale’s initial Red Room dream where he’s 25 years older, but now it makes an especially poetic point of return. We don’t know how time works in the lodge. It doesn’t seem completely linear, but we don’t know the extent to which time is malleable within that space (and in one sense we could look at it as a psychological space).
I’m not sure why bad Leland says he didn’t kill anybody, but it could have to do with Leland’s denial of his own part in his actions, or it could means something like “good” Leland did those things and didn’t even need the input of his bad doppelgänger, but that becomes something of a logical pretzel.
I don’t think what constitutes BOB vs. an evil doppelgänger has necessarily been worked out. Lynch said it was bad Coop that got out, but that BOB was with him. I don’t know if it’s the same type of possession experienced by Leland.
I don’t think that the foggy eyes are something that manifest outside the lodge. I think it’s the same body, but with a different driver behind the scenes. I don’t think there are individual physical bodies for doppelgängers.
As for the shadow self (doppelgänger), I believe it's simply the suppressed dark side of all people. Pretty Jungian stuff.
In Jungian psychology, the shadow or "shadow aspect" may refer to (1) an unconscious aspect of the personality which the conscious ego does not identify in itself. Because one tends to reject or remain ignorant of the least desirable aspects of one's personality, the shadow is largely negative, or (2) the entirety of the unconscious, i.e., everything of which a person is not fully conscious.
https://en.wikipedia.org/wiki/Shadow_%28psychology%29
Then there's this...
The Dweller on the Threshold refers to a purported invisible and possibly malevolent entity that attaches to a human being. The term was first used by Bulwer-Lytton in his novel Zanoni.
In theosophical literature, Helena P. Blavatsky describes it as the discarded astral double of an individual in a previous life that may not have fully disintegrated yet when that individual is reborn. Thus the dweller will be drawn to the new incarnated personality due to their affinity. Sometimes this entity is also called Guardian of the Threshold.
https://en.wikipedia.org/wiki/Dweller_on_the_threshold
P.S. When I wrote the below, I should have added that we'll no doubt have a bigger picture of this with the third season. Laura certainly didn't come across as especially happy and whole in the Between Two Worlds segment.
Jasper wrote:I don’t know if Laura went to the White Lodge. Something is revealed to her at the end of FWWM that brings her tears of joy, but that doesn’t necessarily mean she was freed from there.