I’m pretty sure he is not dead. Of course it would be a good ending for his character but it looked more liked he would be teleported into another realm.
Probably the same where the wraith took Philip’s soul. I mean it could be a land of lost souls and based on that they put a lot of Greek Mythology into the show I would theorize it might be Hades, the Greek underworld.
But just the first thing witch came into my mind.
Works for me.
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"He was a lot of things to me" "The only conclusion was love"