Unfortunately, I was partially spoiled, because when I Googled the episode to see if anyone subbed it yet, I saw the sentence "Lelouch has the code" and the impact of Lelouch's 'death' was ruined.
I'm happy that Lelouch and C.C. are going to be able to leave in peace [for eternity].
I don't see how people did not know that Zero was Suzaku. Who else in Code Geass can outmaneuver a machine gun? I'm really hoping for a third season, although Lelouch/C.C.'s immortality wouldn't bode well with a third season. I personally think that it's possible for another storyline using Code Geass, but with new characters, similar to how the Gundam series works.