Webgyutaro relents, walking towards the flames of hell carrying his sister on his back, away from the light. This scene itself can be compared to tanjiro carrying nezuko. Webdid gyuutarou and daki end up in hell? Yes, gyuutarou and daki did end up in hell. Webdaki is indeed valuable to gyutaro in terms of fighting together because of her bda, and the double vision thing. But also because of that, gyutaro has to fight 2 fights at the same. Webthey were willing to sacrifice their son for saving humans, but even after their son killed them, and created a fake family while committing thousands of atrocities, at his death. Webintroducing gyutaro & daki, the tragic siblings from demon slayer, their tale entwined with hardship, fierce loyalty, and an unbreakable bond that transcends the darkness. Webi do believe that giving daki her third eye amped her abilities which implied that he was nerfed slightly when fighting the slayers with one eye. So yes, daki was holding him. Weba mysterious demon, the former upper six, found gyutaro and daki and turned them into demons himself. Of course, gyutaro may have chosen this path regardless, as the first thing he did after finding ume's body was to kill two people, one of whom had no part in the attack on her. Webthen, when they're in purgatory, gyutaro tries to separate himself from daki before presumably moving on to the next life in an attempt to free her of her bad influence.
