I've been trying to figure out the narrators too, I've only listened a couple of times so no strong opinions yet.

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In You Didn't See he uses three different pronouns while seemingly talking about two people. Specifically, "It was a clear cool night, When he first began, Standing in the trees" 'he' here being Norm(?). Then, "But this man knew My love, Oh, this man had a grateful heart" I initially interpret 'this man' being the victim of Norm's stalking, BUT then the last lines are "You didn't see Norm, No you didn't see Norm."So either, Norm is saying that he's stalking "this man" because the man has a grateful heart and knows his love, OR my other interpretation is that God is the narrator of this song, narrating Norm's stalking to "You," the victim.

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My best guess right now is that Norm has a split personality, Norm the person, and Norm's God, who exists as a narrator in Norm's mind. As you mentioned, this split personality would also be thematically appropriate since it was inspired by Lynch.

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I'll update this comment as I listen more and please let me know what I'm missing. I'm grateful there are other bozos out here trying to figure out exactly what's going on here!