Visible crew/equipment: When Audrey enters her father's office to find him in the middle of his Civil War recreation, a boom mic dips into the shot over their heads. (00:18:40)
Continuity mistake: When James and the blond women decide to have a cup of Champagne together, James put the bottle down on the seat and while they're discussing the bottle vanishes. (00:33:30 - 00:34:15)
Answer: The answer to pretty much any question beginning with "Has David Lynch ever explained _______?" is: no.