Responses
From what i got from it they just ran away to somewhere no one knows them, which is why yabuzaki was calling and why you could see buildings. And i think the tragedy would be the family dying and all of that, but those are just my thoughts
To the person who was wondering if they jumped off the building:
I am really confused too....but if they jumped off the building their bodies would be lying at the bottom of the building and Yabuzaki Sensei would have seen them (you would think!). But it later shows the phone ringing at Yuri's empty apartment, which was probably Yabuzaki Sensei calling to find out where they are and if their bodies were lying at the bottom of the building, he wouldn't be trying to find out where they are so I'm thinking they didn't jump off.
But the ending is a bit ominous with the "I love you big brother. I love you..." line spoken by an unseen Nagi, it kind of makes you think they are dead... And it is labeled a tragedy. Hmm...Any thoughts?