I've been curious about this for a while, is it one of Leo's associates?

The same man who attacks Jacoby at the the gazebo and strangles Jacques (Leland.) You can tell by the uniform: same trench and gloves.

Leland (BOB?) was trailing a person who was frequently with Laura, taking her out in his flashy red Vette.

Leo won't turn around because he thinks the boys are trying to pull a fast one on him.

Who was in the woods with Leo (ep 2)?
http://twinpeaks.org/faqeps.htm#e26

Who attacked Jacoby (ep 7)?
http://twinpeaks.org/faqeps.htm#e47