The only group that it “makes sense” came to Twin Peaks with gunfight in mind, is the cops
Yep.
Well, here is my speculation then. What if it was sort of a “joint venture” thing between Law Enforcement and Cossacks. At least Cossack leadership. It seems the Cossacks wanted to take the Bandidos down a peg or two and the Cops were licking their chops to get something on them. Things just got out of hand?
That's a possibility, but my first reaction is it's a far fetched one. If things don't get out of hand, what's the point? for example. It'd be just another fistfight (at a CoCI meeting!?), with not much settled as a result.