Something new I just realised about THAT iconic scene from The Return and how it could be interpreted. My comments contain spoilers so don't click on this if you haven't watched The Return.
The final scene of The Return has become iconic for its mysterious, haunting and arguably open-ended nature. The scene is cleverly presented in a way that invites viewers to consider several different interconnected themes and interpretations. None of these are necessarily "right" or "wrong" and I've seen some great fan discussions about the ending on this sub, over the years.
However, I realised something that had not occurred to me previously. During this scene, Cooper obviously appears to become more lost and disoriented, losing his sense of who he is. However, Laura has the exact opposite experience. She effectively wakes up to who she really is, and remembers the trauma she suffered. Their experiences directly mirror each other. This could even be seen as a form of sacrifice on Cooper's part.
I've noticed before that when Cooper asks "what year is this?", it has an effect on Laura, as if she is waking up from a dream. This reminds me a lot of the way people often repress trauma, but can only progress and heal by confronting and processing it. Her life as Carrie could be seen as a repression of that trauma, and her scream at the end is her remembering, processing and confronting that trauma - a process that can be challenging and upsetting (but necessary) for sufferers of trauma.
While Judy can be seen as an ancient and demonic evil force, she may also be a manifestation of the denial and repression of evil acts. This would explain the link between Judy and Sarah Palmer, who herself lived in denial of what was happening to her daughter. Judy also appears to steal Laura away, to live in an alternative reality as Carrie - forcing her to forget.
At any rate, I personally don't believe that Cooper and Laura's story ends there, and neither does the battle between good and evil. Although, if Cooper doesn't learn to stop interfering in forces bigger than himself, he'll probably go the same way as characters such as Jeffries or Major Briggs - becoming more lost and detached from reality. There's also a likely chance he's permanently stuck in the different reality we see in the final episode. That interpretation is just my own view though, and I've seen plenty of other valid takes on the ending.
However, I do believe that scene was the perfect place to end the show.
We are ultimately left as the dreamers.