@Mentalgongfu
I had the same thoughts about Sonny Jim not showing any signs of being evil. However, I wonder if the continual themes of identity and confusion, the split between good and evil in characters/their doubles, etc. and that Sonny Jim would still be, presumably, the child of a doppelganger with Bad Coop's DNA leads me to believe that there is a different reason for him being good. Perhaps there are subtle juxtapositions being made between Richard and Sonny Jim being brought up in different locations and Sonny Jim having generally stable family environment vs. Richard who grew up with who knows what kind of family in a town that is being frequently influenced by dark spirits. Maybe I'm just making it too complicated though.
I agree that Diane is an open question. I still am not convinced she even said she was in the Sheriff's station and I don't necessarily think she is Candie, either. I'm just suggesting that given the strange timeline whatever is going on with Diane elsewhere could already being happening while doppelDiane is with the FBI.
As far as why various characters may not recognize a different character like Naido as being Diane; we have seen a number of people, especially the FBI agents and those around them, with significant memory loss concerning past events. It seems that the Black Lodge is somehow changing their memories of what has happened previously. I don't like the idea of a switch-up with Diane's character but it still seems possible.