*Laughs* Well... I want both Kurogane and Fay to live happily ever after, but if Fay has to die, then I want Kurogane to die too. I want them to be together, no matter what.
Anyway, I trust CLAMP, and they said TRC would have a happy ending except for one character... If Fay dies, there's no way the others can have a happy ending, especially Kurogane, since he spent the whole journey trying to make him "live".