What I gathered now is that you approach the movie as depicting "real" events. By this I mean things that we see are actually happening though depicted in an abstract way.
I think with this movie Lynch does his best to show us the mechanics of the spiritual world he's dreamed up. That's mostly why I did that analysis; when you begin sorting through all the insanity, a logic emerges.
Lynch has to make the spiritual mechanics at least somewhat abstract and confusing — otherwise it would all just lose its magic. In fact, I think you need to use heavy doses of mystery and confusion to describe spirituality in a way that makes sense. Inland Empire's spirit world operates with its own set of rules that we only somewhat understand. That feels right to me — if there is a spirit world, why should it be immediately understandable by the human mind?
My question is: what do you think is the crux of IE? What story does it tell and what is it conclusion?
This is definitely something I didn't really get to in my analysis. I think the film's crux can be summed up by the joyous climax, when Lost Girl and Sue merge. It's the perfect culmination of both their experiences. Throughout the film we see how dark and difficult life can be, but much is gained, and it's all for a purpose when that journey ends. This is a literal spiritual unification that we're actually being shown. You can take from that whatever you want — love, compassion, ultimate understanding.
Just think about what Lost Girl actually does when she watches Sue's experiences. From the start, she is bursting with empathy, and that only accelerates, until she achieves a profound understanding of both Sue and (I argue) herself, until she is finally ready for that unification.