Death Mephistopheles is no longer an Avatar of Death. He has become Death itself.

When Luna chased Death Mephistopheles into the Realm of the Dead, she was intially greeted with a peaceful scene. She laid down on a soft cloud as the sunlight basked on her face. The tranquality of paradise almost makes her forget what she was doing, but she couldn't quite shake the feeling she was forgetting about something.

That's when she realized she still had to stop Death Mephistopheles. The moment she realizes that, the enviroment disperses into that of a black expanse.
In front of her, Death Mephistopheles looms over her, watching her carefully.

Death Mephistopheles remarks that he's impressed that her soul managed to endure the Realm of the Dead, and saw through his tricks.
However, he claims she has ultimately failed, as she's now the only life-form left in the entire Omniverse. All it would take for his plan to succeed would be for the Realm of the Dead to evaporate her soul.

Luna struggles to keep her physcial form, as her soul is slowly being disintegrated, but desperately struggles to strike Death Mephistopheles.
He claims that no matter what, she cannot beat Death itself.

Just as all hope seemed to be lost, the souls of the people Death Mephistopheles killed appears behind Luna, cheering her on, and putting their faith in them. Just as her soul was almost entirely evaporated, the Hope of the people regenerated it, and made her immune to the effects of the Realm of the Dead, and a chance to defeat Death Mephistopheles.

A long and hard battle between the ultimate Hope and Despair ensued.
Luna eventually manages to strike Death Mephistopheles down, seemingly victorious.
But Death Mephistopheles rose back up, mocking her efforts as she cannot defeat Death.

But Luna realizes that she can have a chance if she separated Desma from Mephistopheles, and so, merges with Mephistopheles' psyche to discover why he turned out to be like this.

From deep within Mephistopheles' psyche, she discovers the child form of a Mephistopheles before he became an Infernal, wearing a mask resembling a screaming face.
The child casts horrifying images on Luna's mind, making her realize that he turned to evil because of a traumatic experience.

She strikes the mask, and tentacles start coming fromthe mask, enveloping the child and turning into the final opponent: Trauma, the one who keeps the link between Mephistopheles and Desma.

Trauma's primary means of attack is gathering the traumas and pain of all the souls he has gathered, printing it deeply inside Luna's mind in an attempt to destroy her mind.
But Luna realizes the ultimate power of Hope, managed to catch these traumatic experiences, use her power of Hope to turn them into happy memories instead, and firing them back at the Trauma, doing considerable damage to it.

Trauma eventually unleashes his entire collection of pain on Luna, but with a lot of effort, she manages to turn those into happy memories as well, destroying the Trauma.
A bright light was released from within the Trauma, releasing the child. Luna was blinded, and when the light faded, she found herself back into the Realm of the Dead, floating in front of a motionless Death Mephistopheles.

Slowly and without motion, Death Mephistopheles asks Luna how she managed to overcome Death itself, to which she replies that along with Love, Hope are the only things that can overcome anything, even Death, and that as long as there's Hope, man will never give in to Despair.
But she also remarks that she didn't cure Mephistopheles of evil because she cared about him. She did it because she loves all life too much.

Hearing this, Death Mephistopheles laugh, almost as if satisfied. Desma floats up from Mephistopheles' body, returning to his own realm. With nothing to keep Mephistopheles' body together anymore, he explodes, the force causing Luna to be ejected back into her own world.

The souls collected by Death Mephistopheles return to their hosts, reviving them back to life.
With Mephistopheles' influence gone, his castle falls and crumbles.

As the sun starts to rise on the dawn of a new era of peace, Luna overlooks the people from a cliff, who are all coming together to help each other out. Seeing this, she smiles, as she realizes there will always be good people in the world.

However, despite Mephistopheles' influence being gone, it seems that not all of the minor Infernals in the world have disappeared...