I've actually been discussing with some friends that...
Spoiler:Diane isn't dead or she doesn't actually commit suicide. The scene directly after we hear the gunshot shows smoke spewing from the bed and the bum/monster appearing once more. And the last thing we see and hear is the Club Silencio lady saying "Silencio". That would imply that Diane was still dreaming, right?
Spoiler:If it's another twist and the ending has a meaning then i can't figure out that one,i thought it was just Lynch's way of ending the movie.Lynch is a dreamer,no doubt about that.
i need to watch this movie AGAIN,i keep forgetting the smaller details