Recall that the first of David Lynch's ten clues to unlocking the meaning of the movie is: Pay particular attention in the beginning of the film: At least two clues are revealed before the credits. We went over one of those clues in part 3, and here in part 4, we'll look at another one.
Much later in the movie, the couple who raised Diane appears to emerge in miniature from the blue box, which here represents Diane's past and/or her subconscious. The couple has 'come back' to haunt Diane's thoughts.
At the end of Mulholland Drive, Diane hallucinates and thinks she sees the man and woman who raised her, standing right in from of her. The fact that they're now menacing her indicates that she's re-experiencing them as the abusive parents they were in reality.