The imagery of Rosette's soul on the train to the afterlife with presumably everyone else's souls was well done. The description of no time, or boundary between life or death, or feelings sold me on it as cheesy as it is. Like seriously "the price of the train is your life". Hahaha.
Magdalene was on the train too for some reason, most likely being released along with Rosette as Aion struck the watch. She is a magical holy maiden so her helping go back to Chrno's side with Rosette isn't that bad. I do think it continues to add to this overly convenient and overly clean conclusion we've been building up however, even if it was heavily foreshadowed when we saw Magdalene absorb into the watch in Chrno's memories. Certainly looking to be a weak ending.
Pandaemonium left Rosette's body with the help of Magdalene and it seems Magdalene went with her, smiling that she was able to play a role in this. I wonder if she saw this far into the future... This also makes me wonder where Pandaemonium is going to go if not to decay or die. If she dies does that mean Aion's plans worked...? We'll see. A lot of problems I have with the anime which were mostly avoided until now are coming out in this final bit since the time skip after the carnival fight.