Diane, what you are about to hear is deeply disturbing. *We hear the recording of Waldo in the conference room* (‘Laura. Laura. Don’t go there. Hurting me. Hurting me. Stop it! Stop it! ...Stop it! Leo, no! Leo, no!’) That was the last entry Waldo, the Mynah made.
A bullet, entering from outside the station, ended his shiny-eyed, beaked and feathered life. Deputy Hawk gave chase, but was unable to apprehend Waldo’s killer. It is possible, that whoever assassinated Waldo, is the killer of Laura Palmer.