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Kyle MacLachlan’s portrayal of Dale Cooper is a subversion of the hard-boiled TV cops from the era in which Twin Peaks debuted. MacLachlan has played the character off and on for more than a quarter-century.Suzanne Tenner

Eyes slightly bulging behind dark-rimmed glasses, cheeks puffed out like a cartoon blowfish, exasperated, standing stiffly in the banquet room of a downtown Toronto restaurant, the image of his body bisected by a long wooden conference table, fiddling with his smartphone, fumbling for the number to Pet Land – Pet World, maybe? There was a woman there. Crystal? He thinks her name is Crystal. He's not sure. The number's somewhere, in a binder, on the shelf.

Something's up with the family frog, and Kyle MacLachlan doesn't know what to do.

"Something's happened," says the 58-year-old actor, greying black hair swooped back off his face, which is a study in right angles, a perfect rectangle. "He's swollen. They're gonna run him down to the pet store. Of course all this happens when I'm away."

It's like seeing Sean Connery order a strawberry milkshake or Clint Eastwood cast a ballot for a Democrat, and beyond being mind-bogglingly charming, it's a lesson to us all: Actors are not their characters – even their biggest characters, the ones so big they forever yoke the actor into a bond of indissoluble association.

On and off for more than a quarter-century, MacLachlan has played FBI Special Agent Dale Cooper on David Lynch and Mark Frost's Twin Peaks, the soapy-detective-supernatural-mystery series that originally aired on ABC in the early nineties and just wrapped an 18-episode revival on CraveTV.

With his kind, curious eyes and the sort of stern John Wayne jawline you could level a shelf with, Agent Cooper radiates reassuring strength and intelligence. Introduced in the 1990 pilot, dispatched to the seemingly sleepy Washington State logging town of Twin Peaks to help solve the murder of local homecoming queen Laura Palmer (Sheryl Lee), Cooper is a subversion of the cartoonishly hard-boiled TV cops of the era. Where his contemporaries are grim and gritty, prone to bouts of vigilantism, Cooper is well-kempt, clever, charming, affable and deeply spiritual – a Zen boy scout more likely to gather leads in his surreal dreams than by bashing bad guys against brick walls in back alleys. He moves through the mysteries of the show with an almost supernatural intuition.

The new show, Twin Peaks: The Return, was itself draped in a heavy crimson curtain of mystery – no advance screeners for critics, actors sworn to silence on the particulars of the plot. After Sunday's finale, that curtain was lifted, and MacLachlan is zigzagging around the continent on a postmortem publicity tour.

But that doesn't mean he has answers.

In the grand Lynchian (and Twin Peaksian) tradition of flummoxing expectations, The Return spends its concluding hour-and-change completely undermining Agent Cooper's trademark comfort and competence. In Part 18, Cooper and his long-lost girl Friday, Diane (played by Laura Dern), travel through a high-desert portal into another dimension, where Laura Palmer is unmurdered and living in West Texas under the name Carrie Page. Maybe. As co-writer Frost explains over the phone from Los Angeles, the penultimate Part 17 offered a workable conclusion to the series, but Part 18 was designed to blast open doors, leaving things "a little more unsettled."

Frost is reticent to discuss it in detail, but he hints at mythic resonances and timeless stories about "human characters who wander into the realms of the gods and pay terrible consequences because they overstep their bounds."

MacLachlan, for his part, feels as thrown off as the viewers at home. "I'm still reeling," he says days later. "There are no answers. I just have sensations. I'm confused, stunned, overwhelmed." And so any hopes of getting the show's top-billed star to spill the beans are summarily dashed.

This lingering sense of mystery is likely to frustrate and annoy some viewers, who believe themselves owed an explanation after 18-plus hours of investment. Such disappointment is generally regarded as cynicism deflected back at a guy who refuses to be cynical. Lips buttoned up tighter than his trademark white dress shirts, Lynch is an artist who categorically refuses to explain his art. We must submit to the secret wisdom of the guru – Lynch is a big-time celebrity proponent of Transcendental Meditation who, like Cooper, receives inspiration in dreams – respecting the artist's right to his own secret profundities.

Sure. Fine. But that doesn't explain why MacLachlan himself is so hesitant to offer up his own rationale. "I wouldn't want to speak for David," he says cautiously, as if yogic goons in billowy white robes might bust down the door and drag him out of the room if he dares offer his own opinion.

Why should he be so reticent? Isn't the virtue of such ambiguous artworks their ability to draw us into thinking about them? What good are they when stored behind the tempered glass of Delicate Genius, to be observed and admired but never prodded or even understood? Even Susan Sontag, who famously railed against interpretation, knew that art isn't ineffable and doesn't exist simply to mystify.

As Frost notes, part of the satisfaction of the detective stories is "they offer resolution." Even the most byzantine gumshoe narratives (think The Maltese Falcon or Inherent Vice) tie themselves together, however improbably. The basic assurance of a whodunnit is that someone always dunnit. But just as Agent Cooper subverts the police-procedural antihero – a smiling anti-Sipowicz – Twin Peaks has turned the detective story on its ear. MacLachlan, who is repeatedly tapped to play Lynch's snooping stand-in in these surrealist detective noirs, insists "the journey" is more satisfying than the destination, a sentiment with the ring of halting cliché. "I am a participant in David Lynch's universe," he says, like an enthusiastic apostle. "I know what I need to know for that character. How I fit into the larger universe of David Lynch is anyone's guess."

Perhaps that's a sufficient endorsement for everyone to keep guessing. Maybe the key to unlocking Twin Peaks will surface during meditation or in a dream, uttered in a riddle by a backwards-talking one-armed man or a tree with a gurgling balloon on top or some such fantastic familiar. Maybe it's scrawled on a note in a binder, on a shelf, next to the number of the lady who can fix up the family frog. Or maybe there is no key. And maybe that's the essence of Twin Peaks ' grandeur: It knows a mystery is only a mystery as long as it's left unsolved.