Bad-boy Bobby spent most of the show's second season trying to become developer Benjamin Horne's protégé, a goal that proved complicated when Horne cast aside his business interests to reenact the Civil War in his office as General Robert E. Lee (again, it's important to note that this is not a joke; this was an actual subplot). After witnessing FBI Chief Gordon Cole (David Lynch) lavish his affections on ex-flame Shelly Johnson, Bobby made amends with Shelly, going so far as to suggest they get married. They wouldn't have Shelly's abusive husband, Leo (Eric Da Re) to worry about, as he was evidently killed by tarantulas.
While it's reasonable to hope Shelly ran off with the adorably hard-of-hearing Cole, the most emotionally satisfying conclusion would be for Bobby to have lived up to his late father's vision of "optimism and confidence" in his future. A true Twin Peaks fan should wish Bobby "nothing but the very best in all things."
Source : https://www.thrillist.com/entertainment/nation/twin-peaks-ending-recap-catch-up-season-3