I was also pretty depressed by the end of this series (finally finished it). The end seemed to say that God exists but doesn't really care about individuals.... And I really hate endings where the majority of the main characters die...

About the inconsistancies, I also really wondered about Aion. After he tore off his horns the fox (or cat?) demon said that she was making the clock to replace them so he could live, but then Chrono went off with the clock, and Aion is never given anything to replace his horns. Oh, well.

And as for the general confusion with the plot, I think a lot of it can be attributed to the fact that the person writing it was trying to portray Christianity without being very familiar with it. I've noticed this in a few other series too. Clamp, in particular, takes a lot of Christian religious symbols WAY out of context.

I understand that there are not a lot of Christians in Japan and the religion is considered foreign and somewhat exotic. As a result there are a lot of mistakes when it is portrayed, and they tend to mix other religions in with it by accident or because they think no one will notice anyway (in their target audience probably true). Pandemonium's head? I have no idea where that came from. Probably they just made it up.