Pretty sure Henry kills Richard to free him. They’re “the same” bc being king lost them everything & it’s like a full circle moment bc they’ve both killed each other. The whole Joan of arc thing was just a hallucination created from Richard’s own self hatred. Richard hates himself bc he’s afraid of getting hurt, so saying that he loves himself probably means he’s ready to accept & face the “hurt” (consequences/ death).
No no, he kills "Richard", he dons Richard's visage to die in his place. It's why it's Henry's body with a wig they find and why Richard is carried off by Catesby. Whether or not he survives and fulfills Catesby's wish is up to interpretation, but even if Richard died it seems he was finally able to feel at peace even if that peace was just a dream.

I still don't understand the ending