===SPOILER ALERT===
If you have not completed the drama, do not read below
TROP is a very elegant and immensely well-acted historical (but fictional) drama, full of plots and many twists and turns. Especially in the last arc, the last 10+ episodes, there are so many double agents and conflicting emotions among the main and supporting characters, it is hard to keep track on each characters' state of mind and motivations. And precisely because of the last arc, imho this is the only possible outcome for NY and FZW.
Most of us would have read up on the synopsis of the original novel that this is adapted from. And in the novel, Dacheng was revived and ZW became Empress? But then faked her death, and NY also faked his death so they could reunite and spend the rest of their lives together. So why didn't the drama follow the novel ending?
The NY and ZW in the novel are much darker, more cunning and more selfish than what we see in the drama. Someone has helped to translate the beginning part of the novel into English, do read its chapter 1 https://theriseofphoenixes.wordpress.com/chapter-1/ The opening chapter has ZW murdering her Uncle's 5th concubine in an ice lake, and NY catching her in the act yet covering up her murderous actions. It isn't difficult to see that such a NY and ZW can bear to have so much blood spilled later, and still seek to have a happy ever after.
Due to China censorship regulations, dramas cannot be too dark with overtly sinister leads. So the scriptwriters could not follow the novel exactly in the adaptation. Changes were made to NY and ZW, and ZW was rewrote into a more sweet and innocent character. Her adoptive mother in the novel was in Dacheng Army and one of the leaders of Bloody Pagoda, but drama rewrote her into a typical mother hen who was the unfortunate guardian of Dacheng last princess. And the revival of Dacheng had to be written out and re-scripted. So if ZW stayed alive, Dacheng supporters will always be dreaming about revival.... her death was the best possible outcome.
Some reviewers have suggested Nanyi was waiting for ZW at the bottom of the cliff and they spent the rest of their lives in seclusion after ZW faked her death. Maybe after NY achieved his ambitions to unite the kingdom, he would handover the throne to his youngest brother and reunite with ZW? But for me, I believe she really died.
In the last conversation ZW had with Nanyi, ZW had requested him to join Huaishi and the surviving Helong Gang / Bloody Pagoda, and spend the rest of his life in Minhai. But he refused and said he wanted to follow her, to which ZW shed tears. Her tears and the look in her eyes were clear indication that she had already made up her mind about dying. I actually believe Nanyi might similarly commit suicide after her... And when NY was going to fetch her after 3 days, her voice narrated a last message for him, which was very final, leaving no illusion that she would be faking her death. The sudden snow made the scene surreal, but I guess it was just the directors/ scriptwriters wanted a more melancholy and beautiful last scene.
The last 10+ episodes were quite messy and I wish we could have a few more episodes to flash out the twists and turns properly. But the last episode was a good masterpiece finale. It tied up the remaining loose ends and made it clear ZW either had to run away or die. Unfortunately NY had made ZW promise marriage to him.... and ZW being the honest woman that she is, death was the only option.
Okay, that's my thoughts on the ending. Sort of like my review for the drama too, lol.