I must be too stupid to understand this film

But judging from the reaction of my fellow audience members nobody else did either. A possible explanation for this (apart from my dismal lack of perception) may be in one of the early scenes where a soldier lies in a rock pool pleasuring himself. My theory is that this is the director telling us the following assemblage of images is for his private gratification and he feels no need to organise them such that we can share his enjoyment.

Having said that it has left me trying to drag some meaning from the film. So I'm wondering if the toy soldier, old woman in a cave and young girl in a castle references old fairy tales. Also, was the never seen brilliant, mad (Apocalypse Now) dress wearing (Missouri Breaks) rebel a reference to Marlon Brando roles?