I'm like 95% sure that Bowie isn't in it.
Phillip Jeffries gets a lot of mentions though which gives me the impression that they were totally planning on including Bowie but they didn't get the chance to shoot his scenes before he died and so had to rearrange a handful of things to accommodate that. A shame for sure, but maybe they've got him stashed away as a big surprise in one of the later episodes. I didn't think they'd be able to have much Log Lady in the show either since she died early into filming, but she's had several fairly significant scenes so far.
Rollins did an interview recently where he said that for his Lost Highway scenes at the jail David Lynch blasted Ramstein music at maximum volume so that Rollins would be influenced by the music to walk a certain way, even though the scene itself was completely unscored.