10 Things We Learned From Twin Peaks: The Return Part 8
7. (Maybe)
Any suggestion that this nuclear test was the origin of the second world we are now very much "between" is contradicted by co-creator Mark Frost's epistolary tie-in novel 'The Secret History Of Twin Peaks'.
In it, the explorer Meriwether Lewis stumbles upon and is temporarily frazzled by a space that is alluded to being (but not formally designated as) the Red Room/Black Lodge, with references to Venus statues and blinding lights. His visitation of the spirit world took place in the 19th century, predating the nuclear test blast by well over a century. This (might) indicate that the Red Room exists independently of the Convenience Store - that the unprecedented artificial power magnified this other presence, rather than created it outright.
Perhaps crucially, David Lynch reserved one of the few tidbits that weren't pure evasion during The Return's press rounds to dismiss the importance of the novel. He did not even read it.
It's "his" [Frost's] history, not theirs.