Well I have googled and people say they were shot on the beach and the rest was just their 'afterlife' with them ending in hell.
But that doesn't explain the multiple Tiny blairs.
My own thinking was that much of the last couple of episodes was Jon Simm's hallucination - the multiple Tinys, seeing himself. Because ultimately he did it to himself.
that doesn't really answer it though. Near the end I said to DH "I hope this isn't going to go all supernatural like Life on Mars" :o
Apparently that poster, when translated said "Road to nowhere", which is where they ended up