Like Mulholland Drive is easier to pick apart once you know that the "pilot" portion of the film and the ending of the film were the result of two completely separate creative process over a year apart from one another. And if you look at those two sections of the film as a sort of film-making call and response I think it becomes easier to parse.
BTW, Lynch actually admits in his book that the "10 Clues to unlocking this thriller" that came with the DVD are real clues.
Lost Highway is about a dude who experiences a psychogenic fugue as a result of the trauma he experiences from murdering his wife. Though i certainly wouldn't have figured that out the first time I watched it. Rewatch it with that in mind and it makes a lot more sense.
I don't think Eraserhead is about a "fear of an unwanted child" specifically. But it seems pretty obvious that at the very least it's about the anxieties of being a new parent. He got married and had his first kid right in the period when he would have been writing the script for it. Seems pretty clear-cut to me.
Yeah, episode 8 is the best. and while there probably are some reasons behind the choices of visuals Lynch used, most of the reasons are probably because Lynch thought it looked cool (and it did!).