Sometimes you have to watch a show from the beginning to the very end to get the full picture of what the writers intended, and that's what's happened here with BoJack Horseman in the end. It took its time, and it took until the very final seconds for it to click with me, but I think it's revealed itself to be a show about self-improvement, "baggage", and, ultimately, whether a person can change for the better. I'd recommend watching the final few episodes again because every character's journey ends with the answer to the big questions they've been asking themselves since the very beginning.
BoJack has wondered for a very long time whether he can shake off his abusive upbringing, his destructive and self-centered nature, his addiction to status and to various substances, and the answer at the end of it all is a tentative yes. Only, the catch is that he has to work on himself and stop relying on his friends and family. Diane is moving away to be with Guy, Princess Carolyn won't represent him anymore, Hollyhock has cut herself off from him entirely, Todd is going to live with Maude now and carry on his life, etc. BoJack, on the other hand, is going to go back to prison, work on becoming a better person while inside, and then return to the real world when he's paid for his crimes. He didn't deserve death, but he didn't deserve to get off scot-free either. Prison is the happy medium, if you will.
The only person BoJack has left is Mr. Peanutbutter, whose own conclusion can be summarised in something he says to BoJack when he picks him up from prison: "Is my problem with women any movie directed by Christopher Nolan? Because, yes, women are involved, but it's never really about the women. It's about me. Then it occurred to me: Are my self-destructive patterns and un-examined cycles of codependency the popular Jim Carrey character the Mask? Because, somebody stop me."
Diane has long wondered whether she's so broken that she can't be fixed either. She was a parallel of BoJack in more ways than she cared to admit. It was what she was scared about when she was trying and failing to write her book of essays: "Because if I don't [finish the essays], that means that all the damage I got isn't good damage, it's just damage. I have gotten nothing out of it, and all those years I was miserable was for nothing. I could have been happy this whole time and written books about girl detectives and been cheerful and popular and had good parents... What was it all for?" She finds a way to be at peace with herself, to exercise those demons through her work, and, in Guy, find someone who puts her at peace with herself. It turns out she's not incapable of happiness.
Princess Carolyn's ending is fairly simple. She's always struggled to balance her work and her personal life, as well as her constant need to help other people and feel useful. Finally, after six seasons of trying, she's found that balance with Judah, and with BoJack no longer a client of hers she's in a much better position to have a stress-free time running her agency. And Todd, well, he's just going to carry on being Todd, but you can say that his big anxiety was revealed in the season 2 episode 'Chickens'. He turns to Diane and says, "You know, sometimes I feel like my whole life is just a series of loosely-related wacky misadventures", to which Diane responds, "I think that's just what being in your 20s is". With Maude, Todd's misadventures will no longer feel loosely related because she'll always be a constant presence, relating to them all.
So to sum up, I think the show's big question was "Can all of these people fight their inner demons and come out the other side as better people?" The answer provided by the final episode was a very cautious yes, with the acknowledgement that things could turn to shit again -- because that's life.