
As much as the ending had disappointed many fans, I liked the story overall and I can't think of any other endings to go with the story. It's not the typical happy ever after because of the complex love story. Spoilers
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For Kaname who had lived his majority of his life in loneliness and despair, Yuuki was his only light that he wanted to protect. As much as they could've just secluded themselves from the world and live an eternal life together, he knew that Yuuki was not one who could remain hidden and neglect the conflicts in the outside world and see her loved ones get hurt. He also knew that he wasn't able to make her smile from the bottom of her heart, and he didn't want to drag her into the darkness that had been festering in him since forever. Furthermore, even with Rido dead, there would be other people lusting after their blood, be it vampire hunters, the Senate, or bored purebloods. To add on, the furnace was slowly losing its power to create anti-vampire weapons, which would disturb the balance between vampires and humans. Hence, it was necessary that someone would have to sacrifice himself to protect that balance and prevent another devastation.
For Kaname who had already witnessed The Hooded Woman and his comrades' deaths, losing Yuuki would truly a living hell. Thus, his only path as a Vampire that was long weary of life was to throw his heart into the furnace. Even if there was an ending where he continued living as a pureblood, I think the deeds that he had done in the past would continue to torture him (even if Yuuki is there for him). His eyes contained so much sadness . . . This is why Yuuki gave up her life to transform Kaname into a human (in Vampire Memories) so that he could experience the radiance of living that he had never once experienced before.
For Yuuki, even though she was very indecisive . . . I think it's clear that she loved Kaname more than Zero. Even after Kaname's death, it took her a very long time to be able to let go and be with Zero for the remainder of his and her lives. Kudos to Zero for being able to wait so long!!! (in Vampire Memories). She continued to strive to create a world where it was safe for Human Kaname to live in (which took her 1000 years).
For Zero (this cutie pie!!!!), it is pitiful that he wasn't Yuuki's first choice and that he deserved another love for himself, I also think that there was no other choice because Yuuki was the only one who accepted him from the start and saw him through all his sufferings. I can't envision him being able to love someone else. Even if Kaname and Yuuki ended up together, I think he would have lived a lonely life until he dies of starvation. But yes at least he gets a shot of his own romance in the sequel!!

Yeah I agree that she was quite a mess. Even she said it herself that half of her heart belongs to Zero, which was why her thirst for blood could only be half-quenched. She loved both of them in different ways.
However, when Kaname was alive, her ultimate choice was to live with Kaname, and she even decided to erase Zero's memories of herself.

It's because Zero was struggling with his thirst for Yuki after she left with Kaname. Hence, in order to help him, she decided to remove his memories of her so that he will no longer thirst for her.
I guess you can just reread the later chapters (if you have time) instead of starting from the beginning!

Wait a sec.
Zero gets another shot at romance in a sequel?!?!
Didn't he die???
Is there another girl he finds himself attracted to?!?!

It's obvious that after the hooded women's death Kaname developed depression. He couldn't find a reason to live anymore so he went into a internal slumber. Before the hooded women he was a recluse for decades (for obvious reasons lol) because of that he forgot his name. The villagers from his birth town rioted him out of town for being a ageless monster. His backstory is so devastating. She was the one that lit up his sad dark life. She gave him a name, she gave him a home, she accepted him, and she gave him love and compassion. she was like a mentor to Kaname. Then maybe that mentorship progressed into love. She was his whole world but it all shattered into pieces the day she died..
this was dumb wtf