Rocky, I like the sound of your story! :)
I think pretty much what some people have mentioned above, about time. It's hard, I think to define EXACTLY what's going on, and I don't think we can ever have concrete proof of how lodge time works, etc, because you're getting into physics, dimesions, space, all kinds of stuff that we don't understand.
Of course I often love to try and decipher it but then end up confusing myself and/or others half the time! But hey, that's what we're here for so I might as well give it a try.
What I have been thinking about this particular sequence for quite a long time now, (though I haven't said anything because I wanted to be sure this idea would stick in my head, and it has and is,) (the whole scene with Annie) is that this whole scene is a dream.
Not just when Laura sees Coop and LMFAP in the lodge, but also when she "wakes up" and Annie is there in bed with her. I am convinced that is a dream. Another reason I think this, is because I think it's something to do with the painting. When we see the two Laura's (the "normal" Laura looking out of her door), and then the spooky part where she sees herself within the painting - I think the painting Laura is somehow Laura's doppelganger and if you believe legends about doppelgangers/we consider what happened to Coop, that, because Laura turned around and faced her doppelganger, THIS was the warning she was going to die. I also think Laura knows that she is being watched somehow, and that's why she gets frightened and takes the picture down.
This is also why I am starting to change my mind lately about the Tremonds. I think Laura would have been safer if she had left the painting outside and not put it up on her wall to start with. I have heard people say the opposite in the past, but think about it. Think about what happens in it. The first clue she gets is the "whooping" from LMFAP in her dream, then the whole part with the ring, which Coop (who I think is "the good Coop" Annie talks about AFTER Laura has already just seen him in her dream then..) desperately tries to get her not to take (because if she does take it, she will have to die), she then DOES take it, while still sleeping. (Even though we are misled into thinking she is awake) and then sees her doppelganger. How else would she close her palm and the ring disappear unless she was still dreaming?
To explain more about why I think that whole dream sequence is a premonition Laura is going to die, for anyone interested:
The "whooping" sound I think means death because it happened IMMEDIATELY before Chet Desmond took the ring and disappeared..
The painting is of part of the black lodge.
Annie visited Laura in her dream the same as Coop did which explains how they can both pretty much speak to Laura at the same time - they know the Black Lodge is some kind of dream world and therefore they can reach her through it and maybe prevent her death.
My reasoning behind the changing my mind about the Tremonds.
I am starting to think they were helping BOB draw Laura closer to him by giving her the picture. Should the fact that she temporarily forgot about the painting and left it outside meant it was a dangerous object and should NOT have been put upon her wall. Her intuition was right. She should have taken it down, but should never have put it up there to begin with. If she hadn't, would she have still had all these premonitons of her death in her dream?
I also think, that in Twin Peaks, in the creamed corn scene especially, Mrs. Tremond shouted about not wanting any creamed corn, because she did not want to be responsible for the suffering, even though she knew she had played some kind of part in it and therefore she was. She shouts because she is afraid of the corn and what it represents, and of Mike and doesn't want to give it to Mike. But sorry, heh, that's getting way 
"watch out for my cousin.."
