After skimming through the recap episode for any extra scenes (and there is one visual segment at the very very end), it is definitely far more ambiguous whether or not they all died in the final scene of the 86ers. Did they die, or is it just Shin imagining it as he's passes out?

- After taking down his brother, it's true that Shin didn't really have anything else he wanted to do, and was more concerned about saving his friends.
- Their plan was to escape beyond the ruins of the country the Legion came from and see what's there, since they're not exactly abandoning their posts because the Alba sent them off on a suicide mission. Those five are just actually very good at survival and combat.
- The five of them were actually pretty close to a border when Shin cut the rest of them off and tried to give the other four an opening to make it through.

What the visual at the end represents really depends on what kind of series this really is.

- Is it a post-apocalypse world where zombie robots have taken over the entire continent, and the Alba and the 86ers are the only humans left?
- Is it one where the Republic is surrounded by the Legion, but the Legion focuses on the easy target of the 86ers who are outside any walls and are given no real support from their home country hoping to get at the Alba who are all but defenseless? The zombie processors are all full of spite for the Alba as well. There should be other countries out there, since the Legion can't fly (as far as we know).