Audrey and Laura's relationship is one of the most interesting parts of Twin Peaks to me and I think part of its power is that we never see it head on.
We see Audrey's reaction to Laura's death and to her memory here and there in the original series and we hear Laura's thoughts about Audrey in the Secret Diary, but we never experience them actually interacting in any medium.
There's this feeling of torment and regret between them like in a world where Audrey's father wasn't preying on Laura they could have been friends, but in the lives they got Audrey felt like she had to compete with Laura for his affection in this twisted game where they're both daughters and objects of desire for him.
You get the sense each viewed the other as powerful in certain ways. Laura being told she looks like Audrey when she wears Maddy's clothes like Audrey is the embodiment of maturity and sophistication in her eyes. Audrey clearly envying the power Laura has over her father. After her death, Audrey retraces Laura's steps through her father's shadow life. She's trying on grown up clothes to feel like Laura now.
And in the end Audrey and Laura share the torment of being victimized by BOB and having to live with it until it curdles. Both panicking as they run out of ways to hide from the realities of their lives.
Laura the good girl hiding a secret darkness. Audrey the bad girl hiding a vulnerable innocence. They're shadow selves who we're never allowed to see touch.
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