Diane
Diane is a most interesting character. Apparently, next to Agents Cole and Rosenfield she knew more about Dale Cooper than anyone being his assistant and/or secretary. He certainly confided in her. They may even have had a physical relationship at one point, though that would be unprofessional. That hasn't stopped many others.
I imagine what she must have felt when Cooper went into the Black Lodge. Sadness, fear, anger, dread among other things. Not to mention curiosity. So apparently she found out how and went into the Black Lodge after him. I can't say that I saw or read this, but she was in the Black Lodge and was released by a combination of factors.
As to the conclusion of the present series it seems to me that both Cooper and Diane got insight into the nature of other dimensions relative to Earth, the Black Lodge being one of them. While there Diane, then as Naido, even helped Cooper in his transition. And upon their reappearance on Earth Diane had a better idea of Cooper's motives and goal than anyone.
I suspect that if one could actually travel to another dimension, though you might be another personality you would retain a vestige of your original one, which seems to be the case with Cooper who has become 'Richard'. I think Diane left him because she knew he had to find Carrie Page and her presence might interfere. I thought when Richard and Carrie were seemingly followed while driving it was Diane (Linda). I also imagine that she knew where they were going and went there herself, to Twin Peaks.
I wonder what happens then if you get a negative rating.
