So many interesting mechanics in use here! I particularly like, "... roll 1d4 on this table from the last entry used". Such a clean way to have randomness, avoid duplicates and re-rolls, while ratcheting up the danger and escalating the narrative stakes. Nicely done. 

As for ending the game?

Here's what I said to their parents:

"..."

Nothing. I said nothing. What could I say? I promised I wouldn't lie to them, but the truth would destroy them. 

I brought one kid out -- one. And they aren't talking. In a way, I think that kid, too, is still Elsewhere, stuck with the others, with 'mummy' in the Glowing Valley just beyond the Final Fracture.

Maybe we all are. Maybe The Elsewhere is all there ever was -- and all we ever knew.

Regardless, my eyes are open now. I see things, I know things, and I know this: Sarah said there was an angel in The Elsewhere, protecting them. The way she figured it, I was that angel. Sarah's gone. 

And I'm no angel.

I'm sorry.