This is why the movie is so confusing:
The movie itself is a pilot for a tv series that didnt get picked up and instead became a movie...
The pilot ends after the two girls find the dead body and go back home to change Rita's hair to blonde. They then go out into the world and shout "Hello hollywood my name is Betty" as Rita does the same thing. Then the pilot ends...
It was supposed to go on as a tv series from there with them discovering who Rita is and why people are out to kill her.
But that never happens because it became a movie instead.
Well this ending would be completely stupid for a movie so Lynch had to make it good.
He then added "Betty" waking up in a bed and you all know the rest.
In other words, lynch just added some shit at the end to make it seem very interesting and keep ppl thinking about it forever.
It doesn't tie together because it was never intended to. Lynch saw a way to make it win awards and he did it.
The end.
Sorry folks, there is no mystery answer to all your questions. Not even lynch knows how everything ties together.
