Whoa. Extremely confusing without subs (wordy ep), so I'll just give a quick overview:
The fighters of the SSS decide to help Yuri, along with Kanade. 5-dan is also back, and he sure lost some weight from that mountain training. The others, like GDM, decided to give them their best regards, and then proceeded to disappear.
Yuri, making her way to the lowest level of the underground, gets ambushed by lots of shadows. She meets Chaa, they have a nice chat, and then he gave her his last weapon before proceeding to disappear.
Moving along further down, she gets overwhelmed by the shadows and gets momentarily turned into an NPC. Luckily, Otonashi, Hinata, Naoi and Kanade were able to get to her in time. The five of them then push on, with Kanade making quick work of a mass of shadows with her Psionic Storm.
Khassar'Detemplari...
At the lowest level of the underground, Yuri finds a room full of computers all running the Angel Player program. In this room is a man, who was apparently the one who was playing God. They have some deep discussion, and it probably ended up in Yuri rejecting his suggestions leading to her going berserk and destroying all the computers. After this, the man is nowhere to be found, though a lone functioning computer monitor is left standing.
Then, Yuri goes on and reminisces about her sisters, eventually losing consciousness after a while. She wakes up at the school infirmary with Otonashi, Hinata, Naoi and Kanade by her side. Also, we get a new ED pic this ep.
Hope the subs make much more sense of this, and here's to hoping that next episode ties together things nicely. Only thing I'm disappointed in so far is that Chaa didn't get to have any notable action scenes at all in the anime. Such a waste, since he was such a badass in Track Zero.