I'd love to see the earlier version you saw. I found this film fascinating, as a big Gilliam fan.
There's a famous story around the test screening of Time Bandits, which of course has that famously cruel ending. Those attending hated the film, citing "the ending" as the thing they enjoyed most, meaning the film was over. But Gilliam weaponised that information to mean despite the bad feedback, people loved the ending. Hahahahaha! Personally, I love Time Bandits. It's my favourite Gilliam film.
Oh, and I agree - test screenings are ridiculous, pointless things, especially for more avant-garde pieces (as the above audience for Time Bandits proves).
I love Mulholland Drive by the way. I'm a huge Lynch fan. But again, there's no point previewing his work to a general audience, as you say.