OP, you really need to watch the S2 finale. It is one of the greatest cases in media of a course correction while also evolving the property. It changed everything Twin Peaks is and would forever be. Also, maybe consider giving the rest of S2 a shot sometime. Yeah, it can be the drizzling shits but even the worst episodes offer something to build to the finale in terms of lore and overall mythology.
As for FWWM, this was my experience with it. When I first watched the show, I was incredibly hooked on the central mystery and when that went away so did I basically, despite finishing season 2 still. I thought then that the show wrapped everything up perfectly with the big reveal in S2 and the immediate follow-ups. The rest didn't matter to me, and the finale didn't light my fire either, to be honest. I was so done with the Window Earle story that I didn't care. All I knew, after watching it, is that Coop is apparently Bob now (it's a lot more than that, I just didn't see it) and that story wasn't even covered by the film. To add to that, I wasn't excited about the idea of a prequel and was aware of its initial reception. I decided to end Twin Peaks with the S2 finale.
Years later, I did a rewatch. Once I finished the Palmer story again I didn't go on. I still didn't watch the movie.
Then some years later, season 3 got announced and I thought that was cool. I decided to pick up the Blu-ray to do another viewing before the new season released. This time I got a lot more out of the show. Season 2 is ridiculously awful at moments, but I picked up on the black lodge threads and was actually interested in something other than the Palmer family for once. Rewatching the finale blew me away that time. It was as if I had never seen it other than the final scene or so. I also figured out that Coop wasn't possessed and that Leland wasn't the innocent that the show lead me to believe he was in his final moments. There was more depth there than I knew.
Now that I had a reason to finally endure FWWM, especially with the promise of a new season, I decided to have a watch. I was expecting it to be a disappointment, but was now aware that it did have its fans. Man...that was such an insane viewing experience. It was funny, it was fucking weird, confusing, terrifying, heartbreaking, and enduring. I believe I cried at the ending. It was almost a mirror to the final scene. The film was so harrowing but there was also this sense of joy, love, and hope.
Fire Walk With Me is top notch Lynch. My only qualm with it as a film is how impenetrable it is unless you watch the show. After I finished it and the Missing Pieces I became obsessed. I rewatched the entire show and film again two months later before Season 3 hit. Twin Peaks dominated my conscience for a good while, to the point that I wasn't satisfied with other shows.
Season 3 played a big part in that as well. It's an amazing, innovative, and singular piece of television. Watching it week to week was insane as well. The episodes felt so intense due to Lynch's meticulous pacing and knowing that there was only so much time until I had to wait another week. I remember checking the clock in a panic many times dreading the end of an episode. The constant speculation and over dissection of every single moment was a highlight as well. Waiting week to week for my next fix in this modern world of binge television was excruciating at times.
Season 3 is such an odd animal. It is as enduring as it is challenging. Typically, I had a blast but there were moments of frustration and some uneasiness of where everything was heading. It's a bit messy here and there, sometimes intentional. I guess that comes with the territory since it was made as a 17-18 hour long movie. A lot of shows have advertised that relation, but The Return honestly plays that way. It doesn't follow standard television pacing with peaks and valleys and making use of hooks in keeping the viewer interested. There are a few episodes that end in the way you'd expect but others would end on the most mundane moment. The only indication that it was over was a common connected ending segment between them all. Despite all this, It seemed that everytime I almost began to question Lynch's and Frost's intentions they would blow my mind sky high afterwards. The Return, and the property in general, is just extraordinary. I believe this is the closest I get to knowing what it's like to be an anime fanboy or something like that, haha.