He was, without a doubt, there.
I don't have an explanation as to why they are all acting like yuu is dead, I'd just say he did wanna continue on the streets, and the "he's watching us" is more of a metaphor for him being always on the holyland (above)
I "like" the ending but it could have been better, it was realistic for him to get stabbed by someone who was like him and didn't get to have his own holy land, but it's so cheap to act like he's a ghost and as if he spent 3 years as one and everyone thought he died
It just felt out of place
But I can conclude yuu is alive and well, and still on the streets. I dislike pretty much the way it ended with him as some kind of ghost, we can pretty much even say mai wasn't waiting for him, or rather this wasn't even Yuu but someone inspired...
Anyways masterpiece, 9/10 bc of cheap ending
Ending was 8/10 tho