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So, do you think Ilena's actually dead? Doing it offscreen leaves open the usual issue of bringing the character back later (see pretty much every US comic character in existance). And, wierd as it is, I could almost believe Ilena capable of fighting off Rafaela (at least long enough to escape and re-mask her aura) even without any arms.
However, I think she did allow Rafaela to kill her. In her final discussions with Clare, she reiterated the statement that Clare was the only proof that Teresa ever existed. Ilena seemed to have come to empathize with Teresa during that final hunt, and I think she was willing to consign her memory, her 'proof of existance', to Clare.
It wasn't just a matter of giving Clare a power-up or restoring her ability to fight that made her give Clare her arm; ever since the day Ilena fought Priscilla, she had been in a state of limbo, a half-existance where she was neither human nor youma nor Claymore. She wanted to find for herself the smile that she saw on Teresa that last day. Clare gave that to her, and presented the opportunity that Ilena, too, could be remembered beyond merely being a discarded tool of the Organization, if only for a little while.
Ilena's questioning of Rafaela at the end lends itself to that a bit as well. She's no longer concerned about her own proof of existance, and allows herself to discard some of the strict behavioural requirements, instead letting her curiosity enjoy a bit of freedom.
On Ophelia, she does seem extremely childlike. Consider how she looked when she said, "Let's play a game!" just before cutting Clare's legs off. It was just like a little kid, all bright and cheerful and happy. Children can be incredibly cruel, and I suspect that the young Ophelia was one to torment other kids. Considering her obsession with her brother, I'm reminded of Nanami from Utena, and I would not be surprised if she would have grown up to be something like that in more normal circumstances.
However, the events that led to her becoming a Claymore seem to have stunted any further emotional growth, while at the same time giving her enormous physical power that she could use on pretty much anyone she pleased (as long as noone tattled on her; no witnesses, no problems).
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