If you have finished the drama, then you may read on, because you should know that the drama had taken a MUCH different route with the ending. Whether it is because of censorship, creative differences, dramatic effect, who knows why.
In the novel, the ending takes place right after our main trio escapes from the "mines". It's a cave system in the book, but doesn't matter too much. So this part is the climax of the novel.
Mostly everything happen like in the drama: they go with a plan, which goes awry due to betrayals and Mu Lihua killing Chi Shan Ying. It is the same, up to the point Situ Weilian drinks the blood of Li Gui Sheng, because Weilian was almost killed by the dumbass Li Yingliang's ambush. They get trapped in the cave, which is burning when Mu Li Hua tries to smoke them out, and Weilian runs ahead with MiLan to find exit. Shen Zhiheng & LYL are gravely injured. They prepare to die together, but LYL sees MLH coming and tries to sell SZH out again (rolls eyes, LYL is even worse in the novel).
Outside, Weilian emerges with MiLan, but when she tries to run back into a raging fire for SZH, he gets mad and asks if she loves SZH, she realizes she does, declares she loves him (censored in the drama to "care for") and runs back in. ("I will save his body, because he has saved my soul.")
MiLan finds MLH about to pull the trigger to blow apart SZH's head (in the novel, MLH only wants to kill him, as there are no such thing as power stones), and Milan skewers MLH's neck with her walking stick. Badass. She and SZH fight and kill their way out of the many soldiers, even losing control and drinking human blood to heal. They leave LYL to die; he was too injured and he was scum to the end.
Later, Weilian finds a dying LYL while searching for ML/SZH. LYL begs him to save his life, turn him into a vampire, and he will be his servant forever. WL bites and turns him. (WL's intention here is purely to have a "servant". His brain is wired differently; he lacks humanity. The drama has him loveable, but he can be very creepy.)
After SZH heals, it is the day before their boat ticket is to depart to Shanghai. They were all packed before the incident, so ML & SZH leaves as scheduled.
On the boat, MiLan decides not to call him "Mr. Shen" anymore.
ML: "Hey."
SZH turns to look at her.
ML grabs his sleeve. "I love you."
SZH couldn't hear her over the waves. "What?"
ML shouts in his ear:"I like you!"
SZH is shocked and surprised, and replies: "I know."
ML: "No, you don't know! I love you! I want to marry you in the future."
SZH is speechless, and unable to respond. A few days later, they dock in Shanghai, and start the rest of their immortal lives together.
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Last scene: At Jin Jingxue's home, she is still waiting for Li Yingliang to come back. Someone knocks at her door, and when she opens it, she sees LYL ahead of her under a streetlight. He says to her, "I am back." Behind him, Situ Weilian comes out of the shadows, and both men stand there, smiling at her.
THE END.