Okay I get it, Cooper is trapped in the lodge. What I don't understand, is that when Laura dies and goes to the Lodge, it is months before Cooper arrives at the lodge to rescue Annie and inevitably stays for good. So how can Cooper be at the Lodge when Laura arrives, when at that moment, Cooper will shortly be informed of Laura's murder and will be on his way to Twin Peaks? Or is there no sense of time and space in the Lodge?

This has been pondered upon many times here on the board, and yes, you answered your own question.  Time and space are at the very least warped in the black lodge.  Depends on who you talk to.  Read through some of the older posts- very interesting, to say the least.

thanks ivo, i thought it would make sense that there was no rules around time and space in the lodge, what could be would always be.