Apparently there's a theory and it does make sense if you think about it that Jeffries (Bowie's character).... once he was in the black lodge was aware that the version of Cooper that got out of the waiting room at the end of Season 2 was infact a Bob inhabited doppelganger. This is why he points at Cooper in the movie and says "Who do you think this is there!?", however i don't think that he was particularly aware of what point in time he had arrived at since obviously the events of Season 2 had not occurred yet (yet at the same time they had, hence Annie Blackburn showing up to Laura and all that).
Definitely a mind bending show.