Shrade, in short, managed to find Altair by its melody, and bring Zessica and Amata there in safety, instead of being lost forever among the dimensions. (At least that's what I thought he was doing...)
As for Mykage, apparently he's Touma's ghost, in a way, and didn't have a real body all along, which makes me wonder why he was bleeding after Kagura bit him, but whatever. His name "mikage" means "spirit of the dead" (well, something along those lines, it's a bit more complicated).
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