Carole Bouquet is the thinner Conchita who is somewhat severe. Angela Molina is the one who dances and seems more natural.
Jean-Claude Carriere wrote the script. He may be the greatest screenwriter of all time. He has over a hundred credits and some of them are among the best movies ever made. Here's a brief list from those that I have seen: The Ogre (1996), Valmont (1989), The Unbearable Lightness of Being (1988), The Discreet Charm of the Bourgeoisie (1972), Diary of a Chambermaid (1964). There's some symbolism in Cet obscur objet du desir. Sometimes Mathieu (Fernando Rey) carries around an old gunny sack. We find out what's in it in the final scene. It represents Conchita's virginity. The terrorists in the background seem rather contemporary although this movie is from 1977. Mathieu is rich and therefore represents the established European society. Conchita and her friends represent the underclass. Both Mathieu and Conchita are really character types. He is the masher, the rake who is always working on a new conquest, although he is somewhat naive. She is the tease who uses her wiles to get what she can from him. Bunuel plays this ancient theme as a burlesque, exaggerating her coyness and his foolishness. The ending may suggest that in some way he has won, or more likely that they are still at a standoff, even while the terrorists escalate the bombings.
The question of why there are two actresses playing Conchita has more to do with Maria Schneider, who originally was cast in the role, but left because of the nudity or because Conchita's character was too contrary, than it has to do with any plot or symbolic necessity. On the other hand, since she is that "obscure object of desire" (which really should be that "unobtainable object of desire"), and because Bunuel wanted to emphasize that Mathieu's desire for her had nothing to do with her personally, he used two actresses and made it clear that Mathieu didn't notice the difference! A bit of absurdity here, but Bunuel is comfortable with absurdity.
All in all an interesting treatment of an ancient theme, but not one of Bunuel's best, even though it was his last at age 77.