Unless we're talking about something completely off the rails, like reunification or a fake death and assuming a new identity, there are only three ways this drama can end:
1. The story ends with Seri and RJH in limbo, separated by a border. This would be a horrible ending for everyone involved, including the audience. I can't believe the writers will do this.
2. Either RJH or Seri dies, more likely RJH. IMO this would be a slightly more acceptable result than the first scenario because at least there would be closure, but it would leave a pretty bitter taste in the mouths of the audience. The writers would have to craft this ending so delicately they I don't think they will risk it. They do want future work, after all.
3. RJH and Seri end up together. The question is where?
3(a): SK: In real life, it could never be in South Korea. It would destroy the lives of his parents if RJH defected to SK.
3(b): Switzerland or some other third country: If it's a third country, it will probably be Switzerland, given its importance in the story line. The problem with Switzerland is that it could not be a permanent solution, because at some point RJH would have to return to NK, or it's the same defection problem with the threat to RJH's parents. I don't think it will be Switzerland, unless the writers are simply going to ignore that this scenario wouldn't work in real life, because RJH would never put his parents at risk like this.
3(c): NK: This is where I would put my money. RJH and Seri will marry and live together in North Korea. RJH's father should have the political muscle to make it happen, or at least that is how it will be portrayed. Moreover, it seems like Seri has some sort of connection to NK from her past (from her birth mother?), which might give her the legal right to live there. You can see from the reactions of the stepmother and Sang-a when the possibility of Seri being in NK is first raised. The stepmother looks visibly shaken, and there is a close up of the normally cool Sang-a nervously clenching and unclenching her fingers in the scene with Mr. Wong and the insurance agent when they suggest she is in NK. The fact they made it a close up means it has some importance to the story, but so far it has not been developed. I'm not sure how Sang-a would know about Seri's NK past, but we can all see how devious she is. She might have found it going through the family documents the way she was going through Seri's papers.
Moreover, Seri was happy in NK. At one point she says she has to go back to SK soon, because "I'm fitting in too well." And in the Pyongyang restaurant, with her head on RJH's shoulder, she says "I'm liking it here too much." Granted, it is a brutal dictatorship, and Seri would be giving up her business and right to travel the world. But it would an extraordinary expression of her love for RJH, and we know how much she loves him. I can see the writers doing this.
The only other possibility I guess is that RJH's parents die in some way, and NK loses their hold on him. All bets are off if that happens.
BTW, SPOILER ALERT!!
It has been reported on Twitter that the CLOY producers are looking for 4 year old twins!