Yes! Finally. I got a click with this movie. I'm still working on it, but it seems to me this come close, very close to MD.
I see it as indeed a companion piece to LH and MD. Especially the latter of course, because of the Hollywood-theme connection. Just like the other two movies, you have to look at this from a certain viewpoint. I see a "clear" story unfolding, or rather unravelling. Just like in MD this movie starts out as an ultimate fantasy which gets gradually penetrated by reality. In contrast to the other two movies, I see no scene that plays out in reality. I guess that's one thing that makes this movie hard to follow, because of a complete lack of reference. Still, the structure is the same as MD, only the ending is actually sooooo beautiful and touching. Well, the ending of MD too of course, but in the end it is rather depressing.
I haven't figured everything out yet (and maybe that cannot even be done), but I do clearly see a real story here. My overview in a nutshell (at this moment):
The protagonist or the woman in trouble (Nikki / Sue) escapes reality and her own miserable existence by taking over the role of another woman (the Polish girl in the room watching tv). She imagines herself getting this part and be succesful. The "project" or film she steps into has a man and a son involved. So, Nikki cheats in reality with the man of the woman behind the tv. The references to the son disappearing in different stages as well as the husband changing to a Polish gangster are all different stages of the desintegration of her fantasy, because they belong to the film / the Polish woman and not to Nikki / Sue.
The rabbit scenes represent this film Nikki / Sue has stepped into. They have rabbit costumes to hide their identities, of course, but most of all I see this as a reference to Alice in Wonderland, wherein Alice follows the rabbit into this other, magical world, just like Nikki has done. So, the question is: who is Jack Rabbit? Is this indeed her husband (like in the film she has stepped into) or is this the Phantom that is the representation of her own miserable existence? We see the door to the room with the rabbits brightly lit with Jack Rabbit in front of it. This is the opening where the gangsters are looking for: the polish gangsters who are working on behalf of the Polish girl to get her her own role back (and husband and child).
The irony is that this escape of Nikki into the dreamworld of Hollywood is destructive to her, while when the camera pulls back she is able to confront her own demons and get "salvation." Furthermore, I'm leaning towards Nikki being a drug addict (because of the many references to it) and she may be in a clinic when she has this fantasy (which has been recurring over and over - "The longest radio play in history"- and the record being played like it's the same song over and over). Than the "salvation" isn't just her acceptance of her own existence, but mainly her progress or even recovery in the clinic (hence the spewing of blood on the Hollywood-star, like a catharsis). This would mean that the ending is indeed happy, but not final. She is the little girl again and the question remains: when she walks out of the door, will she get lost on the marketplace again or will she make it? That I'm afraid, is something we will never know.
This maybe sounds very