During last season a number of devotees discussed that maybe they're all in Purgatory. There was also a consensus that if the explanation is something like that, a lot of fans are going to be displeased. (Older folks here may remember 20 years ago when the series Dallas used the "it was all a dream" on the part of one character to explain away a lot of seemingly unresolvable issues.) Even if the writers may have been holding that as one option for an explanation, I think by now they will have realized that won't fly with a lot of fans.

__________________
Things fall apart, the center cannot hold;
Mere anarchy is loosed upon the world,
The blood-dimmed tide is loosed, and everywhere
The ceremony of innocence is drowned;

--Lines 2-6, "The Second Coming" by Wm. Butler Yeats