You weren't kidding when you said this was epic. Actually, I got this confused with another Touhou doujin that had a similar concept but ended much more ambiguously with Mokou alone on an alien planet, though I can't remember the name of that one.
I have to say, I like this version much better. It leaves a weird feeling of hope, that despite the literal end of the universe these characters survived and even remade the world.
More off topic, but do you think that the other realms in Touhou (ie Heaven, hell, etc) would still exist after the collapse of that universe as alternate dimensions?