[Tarantula Lady]

I can't recall who said that Shion was Izanagi. Madame Oreille? I'm not sure you can depend on the characters to always say the truth, only the truth as they know it. About giving powers to people, that may be part of why bad things happen around him. That and the fact he's been a top assassin for the last 12 years and knows way too much about the various intelligence agencies.

Of course he disappears at the end of Season 2. He's wanted. Not only that, everyone he knew and had a real relationship with DIED.

At the end of S1, Hei was trying to disappear but obviously couldn't do an effective job with Yin accompanying him. I'm not sure how many people realized that Hei without Yin stood a much better chance of evading the various groups still after him.

Spoiler for S2:

But Yin was effectively dead to him at the end of the OADs, i.e. the start of S2. Hei was only hanging around to kill Yin, or what's left of Yin, when he got the chance. That's the reason he didn't disappear but instead started working for the CIA. At least that's my interpretation of S2. But what did he think that was going to accomplish? Stopping the apocalypse? He said he didn't care about that and he didn't stop that kid from emerging in the end. So, he only killed Yin to put her out of her misery and that was all he did? I agree that is a possible interpretation. I just wish the writers/animators/Okamura had done a better job explaining what happened.

Spoiler for Ep. 12, S2:

So now that Hei has no one and cares about nothing, he rides off into the sunset, so to speak? To try to disappear forever?

To me, that seems rather depressing, but in retrospect, Hei never had much of a happy life. I suppose that leaves open the possibility of a third season, which would make the fans happy, at least.