[LastOrder]

Spoiler for Zero and a little bit of a code geass ending comparison.:

Here's my theory.

1: Zero becomes the new villain.

How?
Remember, Zero is no longer human, He is a beast blinded with hatred and rage.

Well, considering that he wants to kill off every pureblood alive. He is pretty much blinded with hate for every vampire alive, even the purebloods. Little by little that beast inside of him will eat away at his emotions, overpowering him with rage, sorrow, and hatred. He will only be satisified until all the vampires are out of his sight.

As for who dies, right about now, Zero has a huge death flag. He might die by the hands of Yuuki.

Though, Kaname isn't free just yet. He too has a death flag over him. Just not as much as Zero.

But I will cry if this ends up like Code geass. Zero may do what Lelouch did at the end, have his best friend kill him, in this case...Yuuki.