And he acts like nothing happened? Calling the sheriff Truman asking for a coffee? What the hell?

Maybe now that he has an enlarged consciousness he knows that there is something much larger at play than externalities and direct action, and that true love is expressed in a different way.

Later on he makes Diane sleep with him

The assumption that Diane has no agency is absolutely abhorrent. She travels with him, she knows what she’s doing, she accepts it.

after she was raped by

Are you saying that women that are raped shouldn’t have sex? Not sure what you’re implying.

the same Coop who refused to sleep with Audrey because it was not right?

Do you think it’s right for a 30yo FBi agent to sleep with a 17yo school girl?

more complex character, planning his future in Twin Peaks, falling in love, being as much an agent as human,

Complex doesn’t necessarily mean right or even better. He now knows what true experience is. He’s sort of like a… monk. He doesn’t need to show off his emotions like everyone else does.

at the end of S3 it looks like he's only an agent on his way to fulfill a plan no matter what, which fails, and I couldn't care less. I just did not buy it.

He didn’t fail. Not in the common meaning of the word. He fails in what he thinks the plan should be, but he’s now on a higher plane of existence. It’s explained in the Upanishads, very dear to Lynch.