Saw "The Ninth Gate" by Roman Polanski. Absolutely great thriller. Really, my only criticism is that all of the supernatural stuff was not just unnecessary but incredibly wacky, out of place and comedic. I had seen the movie before, but that was years ago. This is definitely one you can watch multiple times.
That's one of my favorite movies ever, I hope you enjoyed it. I won't spoil it for you with a long-winded interpretation, I'm just gonna say "the box is the key" and leave you with that. This is one of those movies that click only after repeated viewings.
That Hobo scene literally burnt itself into my mental. It's honestly as bad as the guy with the bear-mask from shining. I was an adult when I first saw MD and still got quite the trauma from that scene. But honestly still not as bad as Inland Empire, in terms of spooks that one is pure nightmare fuel.
Alan Shaw has some great writing about MD:
https://mulholland-drive.net/analysis/analysis01.htm
https://mulholland-drive.net/analysis/analysis11.htm
This surface-level interpretation I think works for almost any Lynch movie, but only to a certain point. I think Lynch movies can be analyzed in different ways with valid results: You can look at the plot and deduce some kind of worldly interpretation (yours), you can look at the themes/symbolism (I do that a lot but it's kinda lame) or you can take apart the cinematography (like you would with, say, a Kubrick) and that almost always yields something interesting.
I disagree with that interpretation of delusion (also I don't think it applies to other Lynch movies. You could very well argue that, for example, Lost Highway is about the psychogenic fugue, and that would be a valid interpretation, but there are better ones out there.) But it's certainly one working interpretation.
A lot of people will also say "David Lynch is just dream logic" etc., which is also kind of bullfeathers. Clearly some of Lynchs movies follow conventional logic (Elephant Man), some almost exclusively follow dream logic (Eraserhead), others are intermixed. This I feel is another cop-out interpretation. It's like saying "Well, James Joyce was just a really wacky guy who liked language games". Not really wrong, but not saying much.
I don't think that Lynch is "dream logic", but only because that would mean some impossibly complex web of allegories. He may be more intuitive (not having a set meaning for many of his scenes) than it is usually presumed, though.
Of course you are right that there can be many interpretations. I just use my own, which is centered on mostly conscious allegorical design, but it may not account for most of the stuff in his films. Yet symbols are obviously the core part. Projection is inevitable, at any rate - for example for me the "Inland Empire" is some part which is landlocked, away from every easy entrance point, and should refer to repressed memory (I assume of the abused slav heroine of that film). My suspicion was in general that the real heroine is that slav (prostitute?) shown in a few scenes, and then self-hypnotized by watching some american sitcom which stars the false heroine. But really, Lynch doesn't bother to make much clear, and imo this isn't a good idea, when done to this degree, cause you rely too much on goodwill of your audience.