Revealing mistake: When Leland Palmer is locked in the cell he starts screaming and runs headlong into one wall, then the other. The first wall wobbles noticeably on impact, indicating it is being shot on a set.
Plot hole: In the bait and switch section, why does anyone involved agree to Leland being Ben's attorney when both victims are relatives of Leland? Neither Ben nor any of the police are in on Cooper's plan, and it seems implausible at best that they would agree to this.
Character mistake: At the Roadhouse Cooper states that the second victim (Maddy) was found dead two days ago. It has been less than 24 hours since the body was found: he likely means she was murdered two days ago.
Plot hole: Harry states that Ben was not arrested until after midnight. However in episode 2.7, the arrest takes place earlier in the evening, shown in establishing shots and the other events which occur afterwards.
Chosen answer: Laura was killed by her father Leland, whilst he was apparently possessed by the spirit BOB. The exact manner of her murder is not clear, as several injuries found during her autopsy we later discover occurred during a separate incident before her murder. We know that she was beaten and killed in an abandoned train car, and her body was then wrapped in plastic and thrown in the river.
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