This is an amusing interview. David gives consistently vague answers to the point where we could probably reduce the whole interview to a simple statement of “I refuse to tell you what Mulholland Drive is about.”
Lynch responds to a questions about the creation of “darkness of mood” with “It’s not like you do something just to do something. You are true to the ideas.” So he does create a darkness of mood with a purpose rather than an aesthetic after thought, but the interview doesn’t get any more revealing than that. Even David’s refusal to tell his own cast about the true meanings of the story are brushed away with vague justifications.