two clues and two theories (contains spoilers)

Upon my second viewing of this unusual movie, I noticed two important things:

CLUE 1) As Cowboy is looking out of the motel window and describing what it is that he does, we can see his eyes clearly, but his mouth opening is blocked from our view by one of the venetian blinds for the entire scene. I seem to remember that one of the chestnuts of cinematic symbolism is that if you can hear an onscreen character talking but you can't see his mouth, then the validity of what he is saying is suspect at best, i.e., he is quite probably lying...

CLUE 2) At the end of the debriefing scene, Agent Banks puts on his suit coat and then a full-length overcoat (in L.A.?) which is clearly shown to resemble Cowboy's black duster in the next shot. Are Cowboy & Banks the same cosmic being in different Earthly guises?

THEORY 1) Since John (and Grace, to a lesser extent) helped Cowboy pull off his mission as originally scheduled, they are being rewarded with a few upturns in luck for the near future. Depending on what you think Cowboy was actually doing, John & Grace may have betrayed humanity, similar to the way Guy did in Rosemary's Baby. Neely was trying to back out of his agreement with Cowboy at the last minute; he thought that John would maybe take his place when he got to Baker (or that Cowboy would take him by force); luckily Ruthie stepped in to free up John so he could "start a new game".

THEORY 2) If Cowboy and Banks (and others) truly are from Somewhere Else, maybe they get to frolic on Earth as their favorite human TV & movie characters while they are doing their work. I felt this aspect of the story come through when Cowboy blows the smoke from his gun barrel after his second shot in the desert. To us it may seem like a corny move, but to beings whose main connection to us is through decades of vintage TV broadcasts, this ancient shoot-em-up gesture might still look cool to them. Banks' gung-ho portayal of the glib yet tough FBI agent (who is clearly having a fine old time), and his appreciation for Person's acting abilities might also support this idea.